+443.1%
TTMI vs PH
+6,477.5%
-6,034.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +9.0% |
| 7D | +5.9% | -3.1% | +8.9% | +8.2% |
| 30D | -4.3% | -3.2% | -1.1% | -1.9% |
| 3M | -32.0% | +10.6% | -42.6% | -36.7% |
| 6M | +19.5% | -2.1% | +21.6% | +22.4% |
| YTD | +82.0% | +10.2% | +71.8% | +71.6% |
| 1Y | +172.6% | +28.2% | +144.4% | +130.4% |
| 3Y | +744.7% | +134.9% | +609.8% | +359.8% |
| 5Y | +805.6% | +253.6% | +551.9% | +259.5% |
| 10Y | +1,057.6% | +804.7% | +252.9% | +103.9% |
| All | +443.1% | +6,477.5% | -6,034.3% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling