+396.5%
TTMI vs EXEL
+320.7%
+75.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | +11.4% | -0.8% | +12.2% | +11.7% |
| 30D | -28.3% | +13.1% | -41.4% | -30.0% |
| 3M | -46.7% | +36.3% | -83.0% | -50.2% |
| 6M | -56.1% | +34.5% | -90.6% | -59.1% |
| YTD | +7.4% | +57.4% | -50.1% | -3.6% |
| 1Y | +17.4% | +62.9% | -45.5% | +4.5% |
| 3Y | +429.1% | +229.5% | +199.6% | +285.6% |
| 5Y | +418.8% | +281.2% | +137.6% | +259.2% |
| All | +396.5% | +320.7% | +75.8% | +208.6% |
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