+555.3%
TTMI vs FIVE
+822.5%
-267.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.0% |
| 7D | -19.8% | -0.3% | -19.5% | -19.8% |
| 30D | -48.1% | +17.7% | -65.8% | -50.5% |
| 3M | -51.2% | +4.0% | -55.2% | -52.1% |
| 6M | -59.6% | +2.6% | -62.2% | -60.4% |
| YTD | -3.6% | +27.6% | -31.2% | -10.8% |
| 1Y | -2.3% | +59.9% | -62.3% | -14.6% |
| 3Y | +369.4% | +35.8% | +333.6% | +303.0% |
| 5Y | +365.4% | +14.4% | +351.0% | +302.4% |
| 10Y | +413.2% | +576.1% | -162.9% | +180.5% |
| All | +555.3% | +822.5% | -267.2% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling