+1,084.3%
TTMI vs PH
+804.8%
+279.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.5% |
| 7D | +6.0% | -3.1% | +9.2% | +8.3% |
| 30D | -6.4% | -11.8% | +5.4% | +2.1% |
| 3M | -28.9% | +6.9% | -35.8% | -31.7% |
| 6M | +26.9% | -1.3% | +28.1% | +28.7% |
| YTD | +77.3% | +7.0% | +70.3% | +71.6% |
| 1Y | +147.5% | +23.1% | +124.4% | +118.5% |
| 3Y | +847.6% | +135.4% | +712.3% | +453.8% |
| 5Y | +802.2% | +250.3% | +551.9% | +305.4% |
| All | +1,084.3% | +804.8% | +279.5% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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