+436.8%
TTMI vs MSCI
+3,095.4%
-2,658.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +7.9% |
| 7D | -19.8% | +2.8% | -22.6% | -21.1% |
| 30D | -48.1% | +15.4% | -63.5% | -51.9% |
| 3M | -51.2% | +13.4% | -64.6% | -54.6% |
| 6M | -59.6% | +10.9% | -70.5% | -63.2% |
| YTD | -3.6% | +13.0% | -16.6% | -13.7% |
| 1Y | -2.3% | +12.0% | -14.4% | -12.3% |
| 3Y | +369.4% | +34.1% | +335.3% | +275.0% |
| 5Y | +365.4% | +3.9% | +361.5% | +308.5% |
| 10Y | +413.2% | +802.0% | -388.8% | +43.9% |
| All | +436.8% | +3,095.4% | -2,658.6% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling