+812.9%
TTMI vs MTB
+103.4%
+709.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | +7.5% | +1.1% | +6.4% | +6.9% |
| 30D | -4.5% | -4.6% | +0.1% | -2.2% |
| 3M | -28.5% | +6.3% | -34.8% | -31.1% |
| 6M | +28.4% | +15.6% | +12.8% | +18.5% |
| YTD | +80.1% | +20.6% | +59.5% | +62.5% |
| 1Y | +161.0% | +22.5% | +138.5% | +133.1% |
| 3Y | +862.4% | +114.4% | +748.0% | +572.6% |
| 5Y | +812.9% | +101.9% | +711.0% | +559.9% |
| All | +812.9% | +103.4% | +709.5% | +559.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling