+420.4%
TTMI vs P
+691.2%
-270.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -11.5% | -13.3% | +1.8% | -6.1% |
| 30D | -40.3% | -34.0% | -6.3% | -29.4% |
| 3M | -44.5% | +4.1% | -48.6% | -44.3% |
| 6M | -54.1% | +30.5% | -84.6% | -57.8% |
| YTD | +4.7% | +52.2% | -47.5% | -8.7% |
| 1Y | +3.3% | +10.3% | -6.9% | -1.7% |
| 3Y | +407.2% | +180.9% | +226.4% | +239.8% |
| 5Y | +406.5% | +259.7% | +146.8% | +200.4% |
| 10Y | +420.4% | +652.6% | -232.2% | +126.9% |
| All | +420.4% | +691.2% | -270.8% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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