+913.7%
TTMI vs MSCI
+2,756.4%
-1,842.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.9% | +0.4% | +5.5% | +5.6% |
| 30D | -4.3% | +0.6% | -4.9% | -4.8% |
| 3M | -32.0% | -7.1% | -25.0% | -31.6% |
| 6M | +19.5% | +0.8% | +18.6% | +14.4% |
| YTD | +82.0% | +1.0% | +81.0% | +73.6% |
| 1Y | +172.6% | +4.3% | +168.3% | +152.9% |
| 3Y | +744.7% | +9.9% | +734.7% | +650.3% |
| 5Y | +805.6% | -6.8% | +812.3% | +739.7% |
| 10Y | +1,057.6% | +614.7% | +442.9% | +265.2% |
| All | +913.7% | +2,756.4% | -1,842.7% | +50.3% |
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 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