+459.4%
TTMI vs MDY
+850.9%
-391.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.9% |
| 7D | +12.2% | +1.0% | +11.1% | +10.6% |
| 30D | -5.7% | -3.1% | -2.6% | -1.2% |
| 3M | -27.5% | +1.8% | -29.3% | -28.4% |
| 6M | +47.1% | +10.8% | +36.3% | +32.6% |
| YTD | +87.5% | +14.4% | +73.0% | +63.2% |
| 1Y | +175.2% | +15.2% | +160.0% | +140.5% |
| 3Y | +901.9% | +51.2% | +850.8% | +529.7% |
| 5Y | +843.5% | +47.2% | +796.2% | +504.5% |
| 10Y | +1,077.0% | +171.1% | +905.9% | +209.8% |
| All | +459.4% | +850.9% | -391.5% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling