+802.2%
TTMI vs MDY
+43.9%
+758.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.2% |
| 7D | +6.0% | -2.5% | +8.5% | +9.9% |
| 30D | -6.4% | -5.0% | -1.4% | +1.0% |
| 3M | -28.9% | +0.5% | -29.4% | -28.3% |
| 6M | +26.9% | +8.0% | +18.9% | +18.3% |
| YTD | +77.3% | +12.2% | +65.2% | +59.3% |
| 1Y | +147.5% | +14.0% | +133.5% | +120.7% |
| 3Y | +847.6% | +48.2% | +799.5% | +547.4% |
| 5Y | +802.2% | +46.1% | +756.1% | +512.7% |
| All | +802.2% | +43.9% | +758.3% | +512.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling