+427.9%
TTMI vs M
-2.8%
+430.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +8.1% | +5.2% | +11.2% |
| 7D | -1.6% | +2.5% | -4.2% | -2.3% |
| 30D | -37.7% | +10.1% | -47.8% | -39.7% |
| 3M | -45.1% | -0.9% | -44.2% | -45.4% |
| 6M | -52.1% | +30.2% | -82.3% | -55.9% |
| YTD | +9.2% | +16.3% | -7.1% | +2.9% |
| 1Y | +12.9% | +27.0% | -14.1% | +4.0% |
| 3Y | +445.5% | +154.5% | +291.0% | +309.2% |
| 5Y | +427.9% | -1.1% | +429.0% | +348.2% |
| All | +427.9% | -2.8% | +430.7% | +348.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling