+443.1%
TTMI vs M
+230.3%
+212.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.3% | +8.0% |
| 7D | +5.9% | +4.7% | +1.1% | +4.3% |
| 30D | -4.3% | -9.6% | +5.3% | -1.2% |
| 3M | -32.0% | +0.9% | -32.9% | -32.6% |
| 6M | +19.5% | +22.3% | -2.8% | +11.3% |
| YTD | +82.0% | +6.5% | +75.5% | +75.9% |
| 1Y | +172.6% | +38.8% | +133.9% | +141.5% |
| 3Y | +744.7% | +115.9% | +628.7% | +508.1% |
| 5Y | +805.6% | +28.6% | +776.9% | +588.3% |
| 10Y | +1,057.6% | -2.5% | +1,060.1% | +626.9% |
| All | +443.1% | +230.3% | +212.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling