+443.1%
TTMI vs EAT
+2,269.5%
-1,826.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.7% |
| 7D | +5.9% | 0.0% | +5.8% | +5.8% |
| 30D | -4.3% | +1.9% | -6.2% | -5.2% |
| 3M | -32.0% | +68.7% | -100.7% | -43.0% |
| 6M | +19.5% | +66.9% | -47.4% | -0.1% |
| YTD | +82.0% | +60.4% | +21.6% | +53.2% |
| 1Y | +172.6% | +44.0% | +128.6% | +134.2% |
| 3Y | +744.7% | +604.7% | +140.0% | +317.5% |
| 5Y | +805.6% | +347.0% | +458.5% | +383.3% |
| 10Y | +1,057.6% | +390.8% | +666.8% | +369.1% |
| All | +443.1% | +2,269.5% | -1,826.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling