+119.2%
TTMI vs IRE
-84.0%
+203.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.8% | +2.9% | -2.7% |
| 7D | +7.5% | +29.0% | -21.6% | +2.5% |
| 30D | -4.5% | +24.2% | -28.7% | -9.7% |
| 3M | -28.5% | -53.2% | +24.6% | -24.6% |
| 6M | +28.4% | -36.0% | +64.4% | +19.1% |
| YTD | +80.1% | -51.0% | +131.1% | +61.6% |
| All | +119.2% | -84.0% | +203.2% | +118.2% |
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