+858.0%
TTMI vs MKC
-31.7%
+889.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.6% |
| 7D | +6.0% | -2.8% | +8.8% | +5.6% |
| 30D | -6.4% | -3.4% | -3.0% | -6.9% |
| 3M | -28.9% | +3.8% | -32.7% | -28.6% |
| 6M | +26.9% | -17.9% | +44.8% | +27.4% |
| YTD | +77.3% | -23.6% | +100.9% | +78.2% |
| 1Y | +147.5% | -23.1% | +170.6% | +149.1% |
| All | +858.0% | -31.7% | +889.7% | +912.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling