+855.3%
TTMI vs INDA
+111.6%
+743.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +4.0% |
| 7D | +12.2% | -1.0% | +13.1% | +12.8% |
| 30D | -5.7% | -2.5% | -3.2% | -4.3% |
| 3M | -27.5% | +4.0% | -31.5% | -29.2% |
| 6M | +47.1% | -1.8% | +48.9% | +49.4% |
| YTD | +87.5% | -9.2% | +96.6% | +98.9% |
| 1Y | +175.2% | -7.2% | +182.4% | +188.8% |
| 3Y | +901.9% | +9.8% | +892.1% | +857.8% |
| 5Y | +843.5% | +7.5% | +836.0% | +812.0% |
| 10Y | +1,077.0% | +80.8% | +996.2% | +734.6% |
| All | +855.3% | +111.6% | +743.7% | +506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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