+829.0%
TTMI vs MKTX
-60.5%
+889.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -8.4% | +0.7% | -9.2% | -8.5% |
| 3M | -32.5% | +40.8% | -73.3% | -35.5% |
| 6M | +32.5% | -8.0% | +40.5% | +33.3% |
| YTD | +83.2% | -8.7% | +92.0% | +84.4% |
| 1Y | +161.7% | -11.8% | +173.5% | +164.4% |
| 3Y | +890.1% | -24.0% | +914.2% | +895.2% |
| All | +829.0% | -60.5% | +889.5% | +854.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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