+808.3%
TTMI vs PR
+147.8%
+660.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -14.7% |
| 7D | -29.0% | -16.5% | -12.5% | -27.4% |
| 30D | -53.1% | -4.5% | -48.6% | -52.8% |
| 3M | -52.6% | +8.5% | -61.1% | -53.0% |
| 6M | -61.0% | -3.3% | -57.7% | -60.9% |
| YTD | -9.8% | +55.7% | -65.5% | -14.6% |
| 1Y | -11.2% | +82.0% | -93.2% | -17.4% |
| 3Y | +325.0% | +62.5% | +262.5% | +298.3% |
| 5Y | +335.4% | +223.9% | +111.5% | +274.2% |
| 10Y | +380.1% | +64.2% | +315.9% | +326.7% |
| All | +808.3% | +147.8% | +660.5% | +664.4% |
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 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