+443.1%
TTMI vs IT
+1,406.4%
-963.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.6% | +13.5% | +10.8% |
| 7D | +5.9% | -6.0% | +11.9% | +8.4% |
| 30D | -4.3% | 0.0% | -4.3% | -5.6% |
| 3M | -32.0% | +13.1% | -45.1% | -39.6% |
| 6M | +19.5% | +11.7% | +7.8% | +3.0% |
| YTD | +82.0% | -26.1% | +108.1% | +85.0% |
| 1Y | +172.6% | -21.3% | +193.9% | +164.3% |
| 3Y | +744.7% | -46.7% | +791.4% | +853.3% |
| 5Y | +805.6% | -40.5% | +846.1% | +841.8% |
| 10Y | +1,057.6% | +103.9% | +953.7% | +475.7% |
| All | +443.1% | +1,406.4% | -963.3% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling