+812.9%
TTMI vs ROP
-16.4%
+829.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | +7.5% | -6.1% | +13.6% | +8.5% |
| 30D | -4.5% | -3.4% | -1.1% | -4.2% |
| 3M | -28.5% | +16.7% | -45.2% | -33.1% |
| 6M | +28.4% | +8.1% | +20.3% | +23.0% |
| YTD | +80.1% | -11.7% | +91.8% | +91.0% |
| 1Y | +161.0% | -24.2% | +185.3% | +202.3% |
| 3Y | +862.4% | -19.0% | +881.4% | +957.4% |
| 5Y | +812.9% | -15.9% | +828.8% | +820.8% |
| All | +812.9% | -16.4% | +829.4% | +820.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling