+808.8%
TTMI vs IP
-17.2%
+826.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.7% | +8.0% |
| 7D | +5.9% | -5.3% | +11.1% | +8.1% |
| 30D | -4.3% | -10.9% | +6.5% | -0.3% |
| 3M | -32.0% | +11.2% | -43.2% | -36.3% |
| 6M | +19.5% | -10.2% | +29.7% | +22.3% |
| YTD | +82.0% | -2.0% | +84.0% | +76.3% |
| 1Y | +172.6% | -19.1% | +191.7% | +187.9% |
| 3Y | +744.7% | +20.9% | +723.8% | +596.8% |
| All | +808.8% | -17.2% | +826.0% | +759.5% |
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