+1,094.7%
TTMI vs M
-7.1%
+1,101.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.2% | -3.1% |
| 7D | +7.5% | -4.1% | +11.5% | +8.5% |
| 30D | -4.5% | -13.6% | +9.1% | -1.6% |
| 3M | -28.5% | -2.3% | -26.3% | -28.4% |
| 6M | +28.4% | +21.9% | +6.4% | +22.8% |
| YTD | +80.1% | -0.6% | +80.7% | +78.9% |
| 1Y | +161.0% | +29.7% | +131.3% | +145.7% |
| 3Y | +862.4% | +107.3% | +755.2% | +702.6% |
| 5Y | +812.9% | +20.5% | +792.5% | +699.0% |
| 10Y | +1,094.7% | -6.1% | +1,100.8% | +879.2% |
| All | +1,094.7% | -7.1% | +1,101.8% | +879.2% |
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