+449.9%
TTMI vs RF
+277.2%
+172.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.2% | +11.1% | +12.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.4% |
| 30D | -37.7% | +7.0% | -44.8% | -39.9% |
| 3M | -45.1% | -7.0% | -38.1% | -43.4% |
| 6M | -52.1% | +6.8% | -58.9% | -54.2% |
| YTD | +9.2% | +9.9% | -0.7% | +2.8% |
| 1Y | +12.9% | +21.1% | -8.2% | +1.6% |
| 3Y | +445.5% | +119.6% | +325.8% | +271.7% |
| 5Y | +427.9% | +46.2% | +381.7% | +318.4% |
| 10Y | +449.9% | +261.5% | +188.3% | +166.4% |
| All | +449.9% | +277.2% | +172.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling