+1,733.6%
TTMI vs PR
+169.5%
+1,564.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.0% |
| 7D | +5.9% | +2.9% | +3.0% | +5.5% |
| 30D | -4.3% | +18.0% | -22.3% | -6.2% |
| 3M | -32.0% | +16.9% | -48.9% | -33.4% |
| 6M | +19.5% | +28.2% | -8.7% | +15.6% |
| YTD | +82.0% | +69.3% | +12.7% | +70.6% |
| 1Y | +172.6% | +69.5% | +103.1% | +155.0% |
| 3Y | +744.7% | +81.7% | +663.0% | +680.2% |
| 5Y | +805.6% | +422.2% | +383.3% | +643.8% |
| 10Y | +1,057.6% | +110.4% | +947.2% | +899.5% |
| All | +1,733.6% | +169.5% | +1,564.1% | +1,426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling