+1,124.0%
TTMI vs IT
+103.1%
+1,020.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +2.2% |
| 7D | +0.7% | -3.7% | +4.3% | +1.4% |
| 30D | -8.4% | +0.1% | -8.5% | -9.1% |
| 3M | -32.5% | +20.7% | -53.1% | -37.5% |
| 6M | +32.5% | +12.0% | +20.5% | +22.5% |
| YTD | +83.2% | -28.8% | +112.1% | +95.4% |
| 1Y | +161.7% | -25.5% | +187.2% | +171.3% |
| 3Y | +890.1% | -48.8% | +938.9% | +1,064.0% |
| 5Y | +832.4% | -42.7% | +875.2% | +922.9% |
| All | +1,124.0% | +103.1% | +1,020.9% | +713.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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