+411.3%
TTMI vs FIVE
+505.3%
-94.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.7% |
| 7D | +22.6% | +2.4% | +20.2% | +21.9% |
| 30D | -34.3% | +15.8% | -50.1% | -37.2% |
| 3M | -44.8% | +3.8% | -48.5% | -45.8% |
| 6M | -53.3% | +18.5% | -71.8% | -56.2% |
| YTD | +10.6% | +31.2% | -20.7% | +0.7% |
| 1Y | +8.2% | +61.8% | -53.6% | -7.1% |
| 3Y | +435.7% | +39.9% | +395.8% | +349.0% |
| 5Y | +434.2% | +18.3% | +415.9% | +351.0% |
| All | +411.3% | +505.3% | -94.1% | +153.8% |
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