+812.9%
TTMI vs PH
+251.4%
+561.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.4% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | -4.5% | -10.3% | +5.8% | +4.2% |
| 3M | -28.5% | +5.1% | -33.6% | -30.9% |
| 6M | +28.4% | +2.3% | +26.1% | +26.7% |
| YTD | +80.1% | +8.7% | +71.4% | +71.0% |
| 1Y | +161.0% | +26.8% | +134.3% | +121.4% |
| 3Y | +862.4% | +139.2% | +723.2% | +420.3% |
| 5Y | +812.9% | +251.1% | +561.8% | +272.5% |
| All | +812.9% | +251.4% | +561.5% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling