+843.5%
TTMI vs RL
+241.4%
+602.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.6% |
| 7D | +12.2% | +1.9% | +10.3% | +11.1% |
| 30D | -5.7% | -12.2% | +6.5% | +0.5% |
| 3M | -27.5% | -6.6% | -20.8% | -25.3% |
| 6M | +47.1% | +3.2% | +44.0% | +43.9% |
| YTD | +87.5% | -1.3% | +88.8% | +87.3% |
| 1Y | +175.2% | +13.6% | +161.6% | +157.0% |
| 3Y | +901.9% | +210.9% | +691.1% | +495.1% |
| 5Y | +843.5% | +246.9% | +596.6% | +414.5% |
| All | +843.5% | +241.4% | +602.0% | +414.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling