+411.3%
TTMI vs P
+666.7%
-255.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.5% | -4.3% |
| 7D | +22.6% | +17.8% | +4.8% | +15.6% |
| 30D | -34.3% | -29.9% | -4.4% | -24.1% |
| 3M | -44.8% | -1.2% | -43.6% | -43.6% |
| 6M | -53.3% | +32.1% | -85.4% | -57.3% |
| YTD | +10.6% | +64.3% | -53.8% | -6.3% |
| 1Y | +8.2% | +24.3% | -16.1% | -1.3% |
| 3Y | +435.7% | +203.2% | +232.5% | +249.3% |
| 5Y | +434.2% | +290.4% | +143.7% | +208.0% |
| All | +411.3% | +666.7% | -255.5% | +117.6% |
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