+826.9%
TTMI vs FIVE
+56.0%
+770.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +7.2% |
| 7D | +5.9% | +4.3% | +1.6% | +4.5% |
| 30D | -4.3% | +12.5% | -16.8% | -8.1% |
| 3M | -32.0% | +31.2% | -63.3% | -38.0% |
| 6M | +19.5% | +14.4% | +5.1% | +13.4% |
| YTD | +82.0% | +33.9% | +48.1% | +64.7% |
| 1Y | +172.6% | +65.1% | +107.6% | +132.4% |
| All | +826.9% | +56.0% | +770.9% | +569.2% |
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 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