+429.1%
TTMI vs PH
+135.0%
+294.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.6% |
| 7D | +11.4% | +4.1% | +7.3% | +7.4% |
| 30D | -28.3% | -0.1% | -28.2% | -26.3% |
| 3M | -46.7% | -9.6% | -37.1% | -39.9% |
| 6M | -56.1% | +8.5% | -64.6% | -57.7% |
| YTD | +7.4% | +9.4% | -2.0% | +4.0% |
| 1Y | +17.4% | +14.2% | +3.2% | +10.2% |
| 3Y | +429.1% | +134.0% | +295.1% | +183.8% |
| All | +429.1% | +135.0% | +294.1% | +183.8% |
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