+434.2%
TTMI vs IP
-15.4%
+449.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.3% |
| 7D | +22.6% | -0.9% | +23.5% | +23.2% |
| 30D | -34.3% | +6.7% | -41.0% | -36.1% |
| 3M | -44.8% | -16.6% | -28.2% | -41.0% |
| 6M | -53.3% | +6.0% | -59.3% | -55.8% |
| YTD | +10.6% | -10.7% | +21.2% | +10.6% |
| 1Y | +8.2% | -6.7% | +14.9% | +5.8% |
| 3Y | +435.7% | +17.1% | +418.5% | +336.5% |
| 5Y | +434.2% | -14.6% | +448.7% | +415.6% |
| All | +434.2% | -15.4% | +449.6% | +415.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling