+212.3%
TTMI vs ROP
+3,409.7%
-3,197.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -11.5% | +0.2% | -11.7% | -12.2% |
| 30D | -40.3% | +30.3% | -70.6% | -52.1% |
| 3M | -44.5% | +17.8% | -62.2% | -52.9% |
| 6M | -54.1% | +38.9% | -93.0% | -67.0% |
| YTD | +4.7% | +7.6% | -2.9% | -12.3% |
| 1Y | +3.3% | +6.5% | -3.2% | -12.8% |
| 3Y | +407.2% | -6.3% | +413.5% | +361.0% |
| 5Y | +406.5% | +0.9% | +405.6% | +330.9% |
| 10Y | +420.4% | +180.7% | +239.6% | +93.6% |
| All | +212.3% | +3,409.7% | -3,197.3% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling