+429.1%
TTMI vs FIVE
+40.0%
+389.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +11.4% | +2.7% | +8.7% | +10.6% |
| 30D | -28.3% | +12.7% | -41.0% | -30.9% |
| 3M | -46.7% | +2.1% | -48.7% | -47.3% |
| 6M | -56.1% | +17.5% | -73.6% | -58.8% |
| YTD | +7.4% | +31.0% | -23.6% | -2.4% |
| 1Y | +17.4% | +67.7% | -50.3% | -0.7% |
| 3Y | +429.1% | +43.4% | +385.8% | +293.3% |
| All | +429.1% | +40.0% | +389.2% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling