+1,094.7%
TTMI vs RL
+297.6%
+797.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -2.6% |
| 7D | +7.5% | -0.3% | +7.7% | +7.6% |
| 30D | -4.5% | -17.5% | +13.0% | +3.1% |
| 3M | -28.5% | -14.0% | -14.5% | -24.2% |
| 6M | +28.4% | -2.0% | +30.3% | +29.0% |
| YTD | +80.1% | -4.6% | +84.7% | +82.9% |
| 1Y | +161.0% | +9.5% | +151.5% | +151.9% |
| 3Y | +862.4% | +200.5% | +662.0% | +544.5% |
| 5Y | +812.9% | +226.3% | +586.7% | +478.3% |
| 10Y | +1,094.7% | +304.8% | +789.9% | +607.5% |
| All | +1,094.7% | +297.6% | +797.1% | +607.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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