+366.4%
TTMI vs PL
+20.8%
+345.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.4% | -3.5% | +4.8% |
| 7D | -19.8% | -6.8% | -13.0% | -18.4% |
| 30D | -48.1% | -29.3% | -18.8% | -44.1% |
| 3M | -51.2% | -44.8% | -6.5% | -45.1% |
| 6M | -59.6% | -68.4% | +8.8% | -50.5% |
| YTD | -3.6% | -36.4% | +32.8% | +3.0% |
| 1Y | -2.3% | +0.7% | -3.1% | -3.5% |
| 3Y | +369.4% | +455.3% | -85.9% | +225.1% |
| All | +366.4% | +20.8% | +345.6% | +253.9% |
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 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