+443.1%
TTMI vs M
-5.1%
+448.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +9.1% |
| 7D | +7.2% | -3.3% | +10.6% | +8.2% |
| 30D | -28.7% | +8.1% | -36.8% | -30.2% |
| 3M | -39.8% | +2.2% | -42.0% | -40.5% |
| 6M | -51.7% | +35.1% | -86.8% | -55.1% |
| YTD | +14.1% | +15.8% | -1.8% | +9.0% |
| 1Y | +16.0% | +25.8% | -9.9% | +8.9% |
| 3Y | +452.7% | +156.2% | +296.4% | +338.7% |
| 5Y | +451.5% | -2.4% | +453.9% | +397.5% |
| 10Y | +443.1% | -7.1% | +450.3% | +321.8% |
| All | +443.1% | -5.1% | +448.3% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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