+901.9%
TTMI vs PH
+141.1%
+760.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.6% |
| 7D | +12.2% | +0.4% | +11.8% | +11.7% |
| 30D | -5.7% | -10.8% | +5.1% | +4.2% |
| 3M | -27.5% | +8.5% | -35.9% | -32.0% |
| 6M | +47.1% | +3.9% | +43.2% | +43.0% |
| YTD | +87.5% | +9.4% | +78.0% | +76.2% |
| 1Y | +175.2% | +26.8% | +148.4% | +130.6% |
| 3Y | +901.9% | +140.8% | +761.1% | +418.4% |
| All | +901.9% | +141.1% | +760.9% | +418.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling