+697.2%
TTMI vs NTR
+97.9%
+599.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -8.4% | +16.8% | -25.2% | -14.2% |
| 3M | -32.5% | +20.7% | -53.2% | -38.1% |
| 6M | +32.5% | +0.5% | +31.9% | +29.7% |
| YTD | +83.2% | +29.2% | +54.1% | +60.1% |
| 1Y | +161.7% | +39.6% | +122.1% | +119.5% |
| 3Y | +890.1% | +37.9% | +852.3% | +712.6% |
| 5Y | +832.4% | +47.1% | +785.4% | +580.3% |
| All | +697.2% | +97.9% | +599.3% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling