+449.9%
TTMI vs PR
+66.7%
+383.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.1% | +14.3% | +13.4% |
| 7D | -1.6% | -12.4% | +10.7% | -0.1% |
| 30D | -37.7% | -6.6% | -31.2% | -37.1% |
| 3M | -45.1% | +7.5% | -52.6% | -45.6% |
| 6M | -52.1% | +10.8% | -62.9% | -52.7% |
| YTD | +9.2% | +57.0% | -47.8% | +3.4% |
| 1Y | +12.9% | +67.9% | -55.0% | +6.0% |
| 3Y | +445.5% | +87.6% | +357.9% | +404.4% |
| 5Y | +427.9% | +220.4% | +207.5% | +354.3% |
| 10Y | +449.9% | +64.8% | +385.0% | +408.7% |
| All | +449.9% | +66.7% | +383.2% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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