+396.5%
TTMI vs PR
+86.0%
+310.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | +11.4% | +6.0% | +5.4% | +10.6% |
| 30D | -28.3% | -4.2% | -24.1% | -27.8% |
| 3M | -46.7% | +10.0% | -56.6% | -47.2% |
| 6M | -56.1% | +15.6% | -71.7% | -56.9% |
| YTD | +7.4% | +68.2% | -60.8% | +0.8% |
| 1Y | +17.4% | +79.2% | -61.8% | +9.4% |
| 3Y | +429.1% | +94.9% | +334.2% | +386.8% |
| 5Y | +418.8% | +272.8% | +146.0% | +339.9% |
| All | +396.5% | +86.0% | +310.5% | +350.4% |
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