+1,124.0%
TTMI vs MDY
+177.2%
+946.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +2.4% |
| 7D | +0.7% | -1.9% | +2.5% | +3.0% |
| 30D | -8.4% | -4.6% | -3.8% | -2.8% |
| 3M | -32.5% | -1.2% | -31.2% | -30.7% |
| 6M | +32.5% | +9.2% | +23.3% | +23.2% |
| YTD | +83.2% | +13.1% | +70.2% | +65.4% |
| 1Y | +161.7% | +13.0% | +148.7% | +139.2% |
| 3Y | +890.1% | +49.2% | +840.9% | +593.4% |
| 5Y | +832.4% | +47.2% | +785.2% | +561.5% |
| All | +1,124.0% | +177.2% | +946.8% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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