+406.5%
TTMI vs GEN
+31.7%
+374.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -11.5% | +1.0% | -12.5% | -11.7% |
| 30D | -40.3% | +29.1% | -69.4% | -43.4% |
| 3M | -44.5% | +2.9% | -47.4% | -45.2% |
| 6M | -54.1% | +33.6% | -87.7% | -58.7% |
| YTD | +4.7% | +12.0% | -7.4% | -0.4% |
| 1Y | +3.3% | +16.2% | -12.8% | -3.4% |
| 3Y | +407.2% | +65.1% | +342.2% | +322.6% |
| 5Y | +406.5% | +33.3% | +373.2% | +333.9% |
| All | +406.5% | +31.7% | +374.9% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling