+369.4%
TTMI vs MSCI
+33.6%
+335.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +6.9% |
| 7D | -19.8% | +2.8% | -22.6% | -19.7% |
| 30D | -48.1% | +15.4% | -63.5% | -48.3% |
| 3M | -51.2% | +13.4% | -64.6% | -51.3% |
| 6M | -59.6% | +10.9% | -70.5% | -60.3% |
| YTD | -3.6% | +13.0% | -16.6% | -6.4% |
| 1Y | -2.3% | +12.0% | -14.4% | -4.9% |
| 3Y | +369.4% | +34.1% | +335.3% | +320.3% |
| All | +369.4% | +33.6% | +335.8% | +320.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling