+411.3%
TTMI vs MSCI
+799.8%
-388.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | +22.6% | -0.7% | +23.3% | +22.9% |
| 30D | -34.3% | +16.2% | -50.5% | -38.4% |
| 3M | -44.8% | +16.1% | -60.9% | -48.4% |
| 6M | -53.3% | +12.9% | -66.2% | -57.1% |
| YTD | +10.6% | +14.8% | -4.3% | -0.2% |
| 1Y | +8.2% | +13.8% | -5.6% | -1.9% |
| 3Y | +435.7% | +31.2% | +404.4% | +341.0% |
| 5Y | +434.2% | +5.6% | +428.6% | +371.7% |
| All | +411.3% | +799.8% | -388.5% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling