+10.7%
TTMI vs FIVE
+63.3%
-52.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.7% | -16.8% | -12.4% |
| 7D | -19.2% | +7.5% | -26.7% | -21.5% |
| 30D | -44.9% | +16.7% | -61.6% | -48.4% |
| 3M | -44.7% | +13.4% | -58.1% | -48.4% |
| 6M | -53.4% | +9.0% | -62.4% | -55.6% |
| YTD | +6.3% | +33.8% | -27.4% | -16.9% |
| 1Y | +10.7% | +61.2% | -50.5% | -30.4% |
| All | +10.7% | +63.3% | -52.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling