+401.8%
TTMI vs PL
+41.8%
+360.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.4% |
| 7D | +22.6% | +22.3% | +0.3% | +17.9% |
| 30D | -34.3% | -8.3% | -26.0% | -32.6% |
| 3M | -44.8% | -43.3% | -1.5% | -38.2% |
| 6M | -53.3% | -65.8% | +12.5% | -43.7% |
| YTD | +10.6% | -29.5% | +40.1% | +15.9% |
| 1Y | +8.2% | +11.7% | -3.5% | +4.8% |
| 3Y | +435.7% | +540.6% | -104.9% | +262.0% |
| 5Y | +434.2% | +32.9% | +401.3% | +296.0% |
| All | +401.8% | +41.8% | +360.0% | +271.6% |
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