+432.3%
TTMI vs PR
+268.8%
+163.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.6% |
| 7D | +22.6% | +6.7% | +15.9% | +20.7% |
| 30D | -34.3% | -6.1% | -28.2% | -33.0% |
| 3M | -44.8% | +6.9% | -51.6% | -45.6% |
| 6M | -53.3% | +14.6% | -67.9% | -55.0% |
| YTD | +10.6% | +66.1% | -55.6% | -3.4% |
| 1Y | +8.2% | +77.0% | -68.8% | -7.1% |
| 3Y | +435.7% | +93.8% | +341.8% | +344.3% |
| All | +432.3% | +268.8% | +163.6% | +281.8% |
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