+417.8%
TTMI vs PL
+46.3%
+371.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.9% |
| 7D | +7.2% | +13.4% | -6.1% | +4.9% |
| 30D | -28.7% | -10.2% | -18.5% | -26.7% |
| 3M | -39.8% | -39.5% | -0.3% | -33.5% |
| 6M | -51.7% | -65.7% | +14.0% | -41.9% |
| YTD | +14.1% | -27.3% | +41.3% | +18.8% |
| 1Y | +16.0% | +15.0% | +1.0% | +11.6% |
| 3Y | +452.7% | +560.8% | -108.2% | +271.1% |
| 5Y | +451.5% | +38.4% | +413.1% | +306.0% |
| All | +417.8% | +46.3% | +371.4% | +280.9% |
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