+671.4%
TTMI vs NTR
+98.7%
+572.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -0.6% |
| 7D | +6.0% | -2.5% | +8.5% | +7.0% |
| 30D | -6.4% | +17.0% | -23.5% | -12.4% |
| 3M | -28.9% | +22.2% | -51.1% | -35.2% |
| 6M | +26.9% | +5.2% | +21.7% | +21.8% |
| YTD | +77.3% | +29.7% | +47.6% | +54.7% |
| 1Y | +147.5% | +39.4% | +108.1% | +107.8% |
| 3Y | +847.6% | +38.2% | +809.5% | +677.2% |
| 5Y | +802.2% | +47.6% | +754.6% | +557.4% |
| All | +671.4% | +98.7% | +572.7% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling