+187.6%
TTMI vs RF
+273.7%
-86.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.0% |
| 7D | -19.8% | -0.9% | -18.9% | -19.6% |
| 30D | -48.1% | +6.0% | -54.2% | -49.4% |
| 3M | -51.2% | -8.9% | -42.3% | -49.8% |
| 6M | -59.6% | +2.3% | -61.9% | -60.3% |
| YTD | -3.6% | +7.6% | -11.2% | -7.1% |
| 1Y | -2.3% | +21.2% | -23.5% | -9.7% |
| 3Y | +369.4% | +108.5% | +260.8% | +258.5% |
| 5Y | +365.4% | +43.2% | +322.2% | +297.1% |
| 10Y | +413.2% | +288.1% | +125.1% | +192.0% |
| All | +187.6% | +273.7% | -86.1% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling