+430.7%
TTMI vs EXE
+165.2%
+265.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +11.4% | +5.3% | +6.1% | +10.0% |
| 30D | -28.3% | -2.2% | -26.1% | -27.9% |
| 3M | -46.7% | -5.9% | -40.8% | -45.9% |
| 6M | -56.1% | -5.7% | -50.4% | -55.7% |
| YTD | +7.4% | -17.8% | +25.2% | +11.7% |
| 1Y | +17.4% | -23.1% | +40.5% | +24.2% |
| 3Y | +429.1% | +21.2% | +408.0% | +390.4% |
| 5Y | +418.8% | +78.8% | +340.0% | +367.3% |
| All | +430.7% | +165.2% | +265.5% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling