+1,223.2%
TTMI vs MKTX
+1,445.1%
-221.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | -4.5% | +1.0% | -5.4% | -4.7% |
| 3M | -28.5% | +40.8% | -69.3% | -36.1% |
| 6M | +28.4% | -10.9% | +39.3% | +30.4% |
| YTD | +80.1% | -8.6% | +88.7% | +80.7% |
| 1Y | +161.0% | -11.6% | +172.6% | +163.1% |
| 3Y | +862.4% | -24.5% | +887.0% | +877.7% |
| 5Y | +812.9% | -60.7% | +873.6% | +1,003.5% |
| 10Y | +1,094.7% | +5.1% | +1,089.6% | +873.1% |
| All | +1,223.2% | +1,445.1% | -221.9% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling