+420.4%
TTMI vs RL
+369.1%
+51.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -11.5% | +1.3% | -12.8% | -11.8% |
| 30D | -40.3% | +7.6% | -47.9% | -42.0% |
| 3M | -44.5% | -1.5% | -43.0% | -44.2% |
| 6M | -54.1% | +12.1% | -66.2% | -56.5% |
| YTD | +4.7% | +13.9% | -9.2% | -1.1% |
| 1Y | +3.3% | +20.7% | -17.3% | -4.3% |
| 3Y | +407.2% | +260.6% | +146.7% | +216.0% |
| 5Y | +406.5% | +248.9% | +157.7% | +210.9% |
| 10Y | +420.4% | +355.9% | +64.5% | +189.8% |
| All | +420.4% | +369.1% | +51.3% | +189.8% |
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