+220.3%
TTMI vs PH
+6,443.9%
-6,223.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +11.4% | +4.3% | +7.0% | +8.2% |
| 30D | -28.3% | +0.1% | -28.4% | -26.8% |
| 3M | -46.7% | -9.4% | -37.3% | -41.1% |
| 6M | -56.1% | +8.8% | -64.9% | -57.5% |
| YTD | +7.4% | +9.6% | -2.3% | +4.2% |
| 1Y | +17.4% | +14.4% | +3.0% | +10.7% |
| 3Y | +429.1% | +134.5% | +294.6% | +196.2% |
| 5Y | +418.8% | +204.4% | +214.3% | +136.8% |
| 10Y | +411.2% | +697.3% | -286.0% | +1.9% |
| All | +220.3% | +6,443.9% | -6,223.6% | -89.8% |
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 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