+443.1%
TTMI vs ROP
+2,905.1%
-2,462.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.6% | +12.4% | +11.2% |
| 7D | +5.9% | -4.4% | +10.3% | +8.8% |
| 30D | -4.3% | +3.2% | -7.5% | -7.1% |
| 3M | -32.0% | +23.1% | -55.1% | -43.8% |
| 6M | +19.5% | +13.3% | +6.2% | +2.1% |
| YTD | +82.0% | -7.9% | +89.9% | +77.5% |
| 1Y | +172.6% | -22.1% | +194.7% | +197.3% |
| 3Y | +744.7% | -16.8% | +761.5% | +771.4% |
| 5Y | +805.6% | -13.5% | +819.1% | +794.1% |
| 10Y | +1,057.6% | +137.7% | +919.9% | +404.6% |
| All | +443.1% | +2,905.1% | -2,462.0% | -72.9% |
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