+1,077.0%
TTMI vs FIVE
+475.1%
+601.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +12.2% | +3.7% | +8.5% | +11.0% |
| 30D | -5.7% | +4.0% | -9.7% | -7.0% |
| 3M | -27.5% | +36.2% | -63.7% | -34.1% |
| 6M | +47.1% | +18.0% | +29.1% | +38.7% |
| YTD | +87.5% | +34.9% | +52.6% | +70.1% |
| 1Y | +175.2% | +67.9% | +107.3% | +135.1% |
| 3Y | +901.9% | +57.3% | +844.6% | +715.0% |
| 5Y | +843.5% | +39.5% | +803.9% | +659.9% |
| 10Y | +1,077.0% | +496.4% | +580.6% | +523.1% |
| All | +1,077.0% | +475.1% | +601.9% | +523.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling