+396.7%
TTMI vs RF
+279.4%
+117.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.1% |
| 7D | -19.8% | -0.9% | -18.9% | -19.5% |
| 30D | -48.1% | +6.0% | -54.2% | -49.8% |
| 3M | -51.2% | -8.9% | -42.3% | -49.3% |
| 6M | -59.6% | +2.3% | -61.9% | -60.6% |
| YTD | -3.6% | +7.6% | -11.2% | -8.4% |
| 1Y | -2.3% | +21.2% | -23.5% | -12.3% |
| 3Y | +369.4% | +108.5% | +260.8% | +227.2% |
| 5Y | +365.4% | +43.2% | +322.2% | +272.0% |
| All | +396.7% | +279.4% | +117.3% | +135.4% |
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