+890.1%
TTMI vs PBR
+99.7%
+790.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +0.7% | +5.4% | -4.7% | -0.6% |
| 30D | -8.4% | +22.9% | -31.3% | -13.4% |
| 3M | -32.5% | +19.6% | -52.1% | -35.8% |
| 6M | +32.5% | +16.5% | +16.0% | +25.5% |
| YTD | +83.2% | +86.7% | -3.4% | +48.5% |
| 1Y | +161.7% | +74.7% | +87.0% | +115.5% |
| 3Y | +890.1% | +102.6% | +787.6% | +650.2% |
| All | +890.1% | +99.7% | +790.4% | +650.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling