+38.8%
TTMI vs IRE
-97.5%
+136.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +12.1% | -3.2% | +6.4% |
| 7D | +7.2% | -15.1% | +22.4% | +8.9% |
| 30D | -28.7% | -71.4% | +42.7% | -11.1% |
| 3M | -39.8% | -81.2% | +41.4% | -20.7% |
| 6M | -51.7% | -93.7% | +42.0% | -29.6% |
| YTD | +14.1% | -92.2% | +106.3% | +41.3% |
| 1Y | +16.0% | -97.3% | +113.2% | +62.3% |
| All | +38.8% | -97.5% | +136.3% | +90.8% |
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