+11.6%
TTMI vs FIVE
+65.4%
-53.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.4% |
| 7D | +7.2% | -0.5% | +7.8% | +7.7% |
| 30D | -28.7% | +17.4% | -46.1% | -33.2% |
| 3M | -39.8% | +7.0% | -46.8% | -42.0% |
| 6M | -51.7% | +20.5% | -72.2% | -56.9% |
| YTD | +14.1% | +33.1% | -19.1% | -11.5% |
| All | +11.6% | +65.4% | -53.8% | -35.2% |
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