+843.5%
TTMI vs GEN
+22.3%
+821.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.6% |
| 7D | +12.2% | -0.7% | +12.9% | +12.2% |
| 30D | -5.7% | +2.6% | -8.4% | -6.6% |
| 3M | -27.5% | +15.8% | -43.3% | -30.9% |
| 6M | +47.1% | +33.1% | +14.0% | +32.3% |
| YTD | +87.5% | +11.3% | +76.2% | +79.4% |
| 1Y | +175.2% | +1.7% | +173.6% | +172.8% |
| 3Y | +901.9% | +58.1% | +843.8% | +749.1% |
| 5Y | +843.5% | +20.6% | +822.8% | +735.7% |
| All | +843.5% | +22.3% | +821.1% | +735.7% |
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