+396.7%
TTMI vs IP
+26.3%
+370.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.0% | +6.5% |
| 7D | -19.8% | -5.1% | -14.8% | -18.0% |
| 30D | -48.1% | +8.5% | -56.6% | -50.1% |
| 3M | -51.2% | -13.8% | -37.4% | -48.3% |
| 6M | -59.6% | +5.7% | -65.3% | -61.8% |
| YTD | -3.6% | -9.1% | +5.5% | -4.4% |
| 1Y | -2.3% | -0.8% | -1.5% | -7.6% |
| 3Y | +369.4% | +14.8% | +354.6% | +295.5% |
| 5Y | +365.4% | -11.5% | +377.0% | +342.3% |
| All | +396.7% | +26.3% | +370.4% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling