+1,094.7%
TTMI vs PR
+88.3%
+1,006.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +7.5% | -0.8% | +8.3% | +7.6% |
| 30D | -4.5% | +11.3% | -15.7% | -5.7% |
| 3M | -28.5% | +24.1% | -52.6% | -30.4% |
| 6M | +28.4% | +25.4% | +3.0% | +24.5% |
| YTD | +80.1% | +71.2% | +8.9% | +68.6% |
| 1Y | +161.0% | +78.6% | +82.4% | +142.8% |
| 3Y | +862.4% | +85.2% | +777.2% | +787.4% |
| 5Y | +812.9% | +419.0% | +393.9% | +650.2% |
| 10Y | +1,094.7% | +86.2% | +1,008.5% | +959.3% |
| All | +1,094.7% | +88.3% | +1,006.4% | +959.3% |
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