+32.9%
TTMI vs IRE
-97.3%
+130.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.5% | +15.7% | +13.8% |
| 7D | -1.6% | -15.5% | +13.9% | -0.3% |
| 30D | -37.7% | -70.4% | +32.6% | -22.9% |
| 3M | -45.1% | -81.6% | +36.5% | -27.4% |
| 6M | -52.1% | -94.7% | +42.6% | -28.7% |
| YTD | +9.2% | -91.8% | +100.9% | +33.9% |
| 1Y | +12.9% | -97.6% | +110.5% | +60.3% |
| All | +32.9% | -97.3% | +130.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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