+873.0%
TTMI vs EXE
+17.8%
+855.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.6% |
| 7D | +7.5% | -2.7% | +10.2% | +8.1% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -28.5% | +9.5% | -38.0% | -30.4% |
| 6M | +28.4% | -9.3% | +37.7% | +31.7% |
| YTD | +80.1% | -10.9% | +91.0% | +85.1% |
| 1Y | +161.0% | +4.3% | +156.7% | +154.9% |
| All | +873.0% | +17.8% | +855.2% | +797.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling