+799.7%
TTMI vs EXE
+191.4%
+608.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.1% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | -4.3% | +8.5% | -12.8% | -6.3% |
| 3M | -32.0% | +5.5% | -37.5% | -33.2% |
| 6M | +19.5% | -5.9% | +25.4% | +20.7% |
| YTD | +82.0% | -9.7% | +91.7% | +85.3% |
| 1Y | +172.6% | +3.6% | +169.1% | +167.3% |
| 3Y | +744.7% | +18.0% | +726.6% | +689.0% |
| 5Y | +805.6% | +109.4% | +696.1% | +690.2% |
| All | +799.7% | +191.4% | +608.3% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling