+443.1%
TTMI vs RF
+241.0%
+202.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | +7.2% | -1.3% | +8.6% | +8.2% |
| 30D | -28.7% | +4.6% | -33.3% | -30.4% |
| 3M | -39.8% | -8.4% | -31.4% | -37.5% |
| 6M | -51.7% | +8.9% | -60.6% | -54.2% |
| YTD | +14.1% | +8.8% | +5.2% | +7.9% |
| 1Y | +16.0% | +18.9% | -2.9% | +5.3% |
| 3Y | +452.7% | +116.0% | +336.7% | +279.5% |
| 5Y | +451.5% | +46.0% | +405.5% | +337.4% |
| 10Y | +443.1% | +231.7% | +211.4% | +174.0% |
| All | +443.1% | +241.0% | +202.1% | +174.0% |
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