+427.9%
TTMI vs RL
+240.9%
+187.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.8% | +7.4% | +10.1% |
| 7D | -1.6% | +0.2% | -1.9% | -1.5% |
| 30D | -37.7% | +7.3% | -45.1% | -40.1% |
| 3M | -45.1% | +1.0% | -46.1% | -45.6% |
| 6M | -52.1% | +11.8% | -63.9% | -55.5% |
| YTD | +9.2% | +13.6% | -4.4% | +0.9% |
| 1Y | +12.9% | +24.0% | -11.1% | -0.1% |
| 3Y | +445.5% | +256.6% | +188.9% | +187.8% |
| 5Y | +427.9% | +240.2% | +187.7% | +164.6% |
| All | +427.9% | +240.9% | +187.0% | +164.6% |
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