+1,084.3%
TTMI vs ROP
+135.7%
+948.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +6.0% | -8.0% | +14.0% | +9.7% |
| 30D | -6.4% | -2.7% | -3.7% | -5.8% |
| 3M | -28.9% | +16.6% | -45.5% | -36.3% |
| 6M | +26.9% | +10.4% | +16.5% | +15.2% |
| YTD | +77.3% | -12.1% | +89.4% | +82.2% |
| 1Y | +147.5% | -23.6% | +171.1% | +176.0% |
| 3Y | +847.6% | -19.3% | +867.0% | +913.0% |
| 5Y | +802.2% | -15.4% | +817.6% | +822.4% |
| All | +1,084.3% | +135.7% | +948.6% | +565.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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