+1,094.7%
TTMI vs MSCI
+615.8%
+478.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +7.5% | -1.1% | +8.6% | +7.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | -28.5% | -8.4% | -20.1% | -27.8% |
| 6M | +28.4% | -1.0% | +29.4% | +24.1% |
| YTD | +80.1% | -2.3% | +82.3% | +74.5% |
| 1Y | +161.0% | -1.2% | +162.2% | +149.2% |
| 3Y | +862.4% | +7.9% | +854.5% | +767.5% |
| 5Y | +812.9% | -10.1% | +823.0% | +760.2% |
| 10Y | +1,094.7% | +631.0% | +463.7% | +502.3% |
| All | +1,094.7% | +615.8% | +478.9% | +502.3% |
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