+1,124.0%
TTMI vs RSG
+428.9%
+695.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -8.4% | +4.0% | -12.4% | -9.8% |
| 3M | -32.5% | +7.4% | -39.8% | -35.0% |
| 6M | +32.5% | +0.1% | +32.4% | +30.2% |
| YTD | +83.2% | +6.0% | +77.2% | +74.6% |
| 1Y | +161.7% | -3.0% | +164.6% | +158.9% |
| 3Y | +890.1% | +56.5% | +833.6% | +621.9% |
| 5Y | +832.4% | +90.9% | +741.5% | +489.2% |
| All | +1,124.0% | +428.9% | +695.1% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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