+119.6%
TTMI vs Q
+75.3%
+44.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.0% |
| 7D | +12.2% | +6.7% | +5.4% | +6.2% |
| 30D | -5.7% | -10.6% | +4.9% | +4.1% |
| 3M | -27.5% | -14.6% | -12.9% | -16.2% |
| 6M | +47.1% | +12.1% | +35.1% | +40.8% |
| YTD | +87.5% | +51.3% | +36.2% | +46.1% |
| All | +119.6% | +75.3% | +44.3% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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