+449.9%
TTMI vs FIVE
+596.6%
-146.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.6% | +7.7% | +11.6% |
| 7D | -1.6% | +6.2% | -7.8% | -3.4% |
| 30D | -37.7% | +18.2% | -55.9% | -40.9% |
| 3M | -45.1% | +3.8% | -48.9% | -46.1% |
| 6M | -52.1% | +13.7% | -65.8% | -54.6% |
| YTD | +9.2% | +34.7% | -25.5% | -1.4% |
| 1Y | +12.9% | +66.6% | -53.7% | -3.9% |
| 3Y | +445.5% | +44.3% | +401.2% | +353.0% |
| 5Y | +427.9% | +18.8% | +409.1% | +345.1% |
| 10Y | +449.9% | +569.2% | -119.3% | +158.5% |
| All | +449.9% | +596.6% | -146.7% | +158.5% |
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