+443.1%
TTMI vs MTB
+870.3%
-427.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +1.7% | +4.1% | +4.8% |
| 30D | -4.3% | -4.2% | -0.1% | -1.9% |
| 3M | -32.0% | +8.9% | -40.9% | -35.6% |
| 6M | +19.5% | +10.9% | +8.6% | +12.1% |
| YTD | +82.0% | +21.5% | +60.5% | +61.7% |
| 1Y | +172.6% | +21.9% | +150.7% | +141.0% |
| 3Y | +744.7% | +109.2% | +635.4% | +448.2% |
| 5Y | +805.6% | +102.0% | +703.6% | +466.7% |
| 10Y | +1,057.6% | +171.9% | +885.7% | +428.7% |
| All | +443.1% | +870.3% | -427.2% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling