+870.9%
TTMI vs PR
+152.6%
+718.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.7% |
| 7D | -19.8% | -16.4% | -3.4% | -18.1% |
| 30D | -48.1% | -1.9% | -46.2% | -47.9% |
| 3M | -51.2% | +8.0% | -59.2% | -51.7% |
| 6M | -59.6% | +4.1% | -63.7% | -59.8% |
| YTD | -3.6% | +58.7% | -62.3% | -8.9% |
| 1Y | -2.3% | +75.8% | -78.2% | -8.8% |
| 3Y | +369.4% | +73.2% | +296.2% | +337.1% |
| 5Y | +365.4% | +230.1% | +135.3% | +299.2% |
| 10Y | +413.2% | +67.4% | +345.8% | +355.1% |
| All | +870.9% | +152.6% | +718.4% | +715.4% |
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