+808.8%
TTMI vs P
+276.6%
+532.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +8.3% |
| 7D | +5.9% | +6.5% | -0.7% | +3.4% |
| 30D | -4.3% | +18.8% | -23.1% | -10.9% |
| 3M | -32.0% | +26.7% | -58.8% | -37.9% |
| 6M | +19.5% | +62.2% | -42.7% | -0.3% |
| YTD | +82.0% | +48.5% | +33.5% | +55.5% |
| 1Y | +172.6% | +26.4% | +146.2% | +142.0% |
| 3Y | +744.7% | +159.4% | +585.2% | +477.9% |
| All | +808.8% | +276.6% | +532.2% | +453.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling