+437.3%
TTMI vs PBR
+1,622.4%
-1,185.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.1% |
| 7D | +7.5% | +0.3% | +7.1% | +7.3% |
| 30D | -4.5% | +17.5% | -22.0% | -9.2% |
| 3M | -28.5% | +20.9% | -49.4% | -32.8% |
| 6M | +28.4% | +20.2% | +8.1% | +20.1% |
| YTD | +80.1% | +84.3% | -4.2% | +48.5% |
| 1Y | +161.0% | +77.1% | +83.9% | +117.3% |
| 3Y | +862.4% | +100.8% | +761.6% | +657.9% |
| 5Y | +812.9% | +556.1% | +256.8% | +375.7% |
| 10Y | +1,094.7% | +676.1% | +418.7% | +385.4% |
| All | +437.3% | +1,622.4% | -1,185.1% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling