+429.1%
TTMI vs MSCI
+34.1%
+395.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.9% |
| 7D | +11.4% | +3.0% | +8.4% | +11.4% |
| 30D | -28.3% | +17.8% | -46.1% | -28.4% |
| 3M | -46.7% | +15.2% | -61.8% | -46.7% |
| 6M | -56.1% | +16.5% | -72.6% | -57.0% |
| YTD | +7.4% | +16.4% | -9.0% | +4.4% |
| 1Y | +17.4% | +16.8% | +0.6% | +13.9% |
| 3Y | +429.1% | +35.8% | +393.4% | +389.9% |
| All | +429.1% | +34.1% | +395.0% | +389.9% |
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