+1,077.0%
TTMI vs RF
+334.9%
+742.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.5% |
| 7D | +12.2% | +2.7% | +9.5% | +10.7% |
| 30D | -5.7% | -3.4% | -2.4% | -4.2% |
| 3M | -27.5% | +6.4% | -33.8% | -30.0% |
| 6M | +47.1% | +13.4% | +33.7% | +37.4% |
| YTD | +87.5% | +14.2% | +73.2% | +74.0% |
| 1Y | +175.2% | +15.7% | +159.5% | +153.4% |
| 3Y | +901.9% | +91.3% | +810.6% | +623.7% |
| 5Y | +843.5% | +89.8% | +753.7% | +562.9% |
| 10Y | +1,077.0% | +336.7% | +740.3% | +355.8% |
| All | +1,077.0% | +334.9% | +742.0% | +355.8% |
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