+1,084.3%
TTMI vs P
+684.8%
+399.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.5% |
| 7D | +6.0% | -4.1% | +10.1% | +7.6% |
| 30D | -6.4% | -14.0% | +7.5% | -1.7% |
| 3M | -28.9% | +41.4% | -70.4% | -37.0% |
| 6M | +26.9% | +54.2% | -27.3% | +8.6% |
| YTD | +77.3% | +40.4% | +36.9% | +55.8% |
| 1Y | +147.5% | +16.0% | +131.5% | +128.3% |
| 3Y | +847.6% | +140.7% | +707.0% | +556.3% |
| 5Y | +802.2% | +256.3% | +545.9% | +428.4% |
| All | +1,084.3% | +684.8% | +399.5% | +421.7% |
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