+829.0%
TTMI vs RSG
+89.9%
+739.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.4% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -8.4% | +4.0% | -12.4% | -8.2% |
| 3M | -32.5% | +7.4% | -39.8% | -32.5% |
| 6M | +32.5% | +0.1% | +32.4% | +33.3% |
| YTD | +83.2% | +6.0% | +77.2% | +82.0% |
| 1Y | +161.7% | -3.0% | +164.6% | +165.8% |
| 3Y | +890.1% | +56.5% | +833.6% | +703.1% |
| All | +829.0% | +89.9% | +739.2% | +588.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling