+816.3%
TTMI vs IT
-46.4%
+862.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.8% |
| 7D | +7.5% | -9.1% | +16.6% | +8.1% |
| 30D | -4.5% | -12.2% | +7.7% | -3.7% |
| 3M | -28.5% | +7.8% | -36.3% | -29.7% |
| 6M | +28.4% | +2.0% | +26.4% | +26.1% |
| YTD | +80.1% | -32.7% | +112.8% | +99.2% |
| 1Y | +161.0% | -31.1% | +192.1% | +182.7% |
| 3Y | +862.4% | -52.1% | +914.5% | +1,086.1% |
| All | +816.3% | -46.4% | +862.7% | +919.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling