+366.4%
TTMI vs PR
+225.0%
+141.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.4% |
| 7D | -19.8% | -16.4% | -3.4% | -16.1% |
| 30D | -48.1% | -1.9% | -46.2% | -47.6% |
| 3M | -51.2% | +8.0% | -59.2% | -52.1% |
| 6M | -59.6% | +4.1% | -63.7% | -60.1% |
| YTD | -3.6% | +58.7% | -62.3% | -14.8% |
| 1Y | -2.3% | +75.8% | -78.2% | -16.1% |
| 3Y | +369.4% | +73.2% | +296.2% | +298.8% |
| All | +366.4% | +225.0% | +141.4% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling