+395.6%
TTMI vs PL
+46.6%
+349.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +14.5% | -1.2% | +10.3% |
| 7D | -1.6% | +10.9% | -12.5% | -3.3% |
| 30D | -37.7% | -16.4% | -21.4% | -35.1% |
| 3M | -45.1% | -39.9% | -5.1% | -39.3% |
| 6M | -52.1% | -63.2% | +11.1% | -43.0% |
| YTD | +9.2% | -27.1% | +36.3% | +13.6% |
| 1Y | +12.9% | +12.2% | +0.7% | +9.1% |
| 3Y | +445.5% | +584.3% | -138.8% | +264.4% |
| 5Y | +427.9% | +37.0% | +390.9% | +288.6% |
| All | +395.6% | +46.6% | +349.0% | +264.4% |
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