+387.4%
TTMI vs PL
+40.9%
+346.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.8% |
| 7D | +11.4% | +10.0% | +1.3% | +9.4% |
| 30D | -28.3% | -2.3% | -26.0% | -27.4% |
| 3M | -46.7% | -44.2% | -2.5% | -40.2% |
| 6M | -56.1% | -66.1% | +10.0% | -47.0% |
| YTD | +7.4% | -30.0% | +37.3% | +12.7% |
| 1Y | +17.4% | +21.0% | -3.6% | +12.3% |
| 3Y | +429.1% | +516.5% | -87.4% | +259.7% |
| 5Y | +418.8% | +32.0% | +386.7% | +285.1% |
| All | +387.4% | +40.9% | +346.5% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling