+808.8%
TTMI vs PL
+82.7%
+726.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +9.1% |
| 7D | +5.9% | -9.3% | +15.2% | +7.6% |
| 30D | -4.3% | -18.9% | +14.6% | -0.6% |
| 3M | -32.0% | -58.4% | +26.3% | -21.5% |
| 6M | +19.5% | -30.3% | +49.8% | +24.2% |
| YTD | +82.0% | -8.1% | +90.1% | +80.2% |
| 1Y | +172.6% | +180.5% | -7.9% | +122.5% |
| 3Y | +744.7% | +444.1% | +300.5% | +468.4% |
| All | +808.8% | +82.7% | +726.2% | +533.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling