+1,084.3%
TTMI vs EXEL
+386.3%
+698.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +6.0% | -2.9% | +8.9% | +6.6% |
| 30D | -6.4% | +11.9% | -18.3% | -8.8% |
| 3M | -28.9% | +9.2% | -38.1% | -30.6% |
| 6M | +26.9% | +39.1% | -12.2% | +17.5% |
| YTD | +77.3% | +31.0% | +46.3% | +65.9% |
| 1Y | +147.5% | +52.3% | +95.2% | +123.5% |
| 3Y | +847.6% | +159.7% | +687.9% | +634.4% |
| 5Y | +802.2% | +187.7% | +614.5% | +570.9% |
| All | +1,084.3% | +386.3% | +698.0% | +678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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