+443.1%
TTMI vs EXEL
+73.9%
+369.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +8.9% |
| 7D | +5.9% | +8.4% | -2.5% | +3.8% |
| 30D | -4.3% | +4.1% | -8.4% | -5.6% |
| 3M | -32.0% | +12.4% | -44.5% | -34.4% |
| 6M | +19.5% | +41.5% | -22.1% | +8.9% |
| YTD | +82.0% | +34.6% | +47.4% | +67.6% |
| 1Y | +172.6% | +57.9% | +114.8% | +140.4% |
| 3Y | +744.7% | +159.5% | +585.2% | +537.3% |
| 5Y | +805.6% | +198.5% | +607.1% | +548.3% |
| 10Y | +1,057.6% | +411.4% | +646.3% | +537.7% |
| All | +443.1% | +73.9% | +369.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling