+437.3%
TTMI vs RSG
+3,644.0%
-3,206.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | -4.5% | +3.7% | -8.1% | -6.7% |
| 3M | -28.5% | +6.2% | -34.7% | -32.3% |
| 6M | +28.4% | -2.8% | +31.1% | +26.4% |
| YTD | +80.1% | +5.9% | +74.2% | +67.8% |
| 1Y | +161.0% | -1.8% | +162.8% | +151.9% |
| 3Y | +862.4% | +57.5% | +804.9% | +578.1% |
| 5Y | +812.9% | +91.1% | +721.9% | +460.5% |
| 10Y | +1,094.7% | +428.1% | +666.6% | +280.5% |
| All | +437.3% | +3,644.0% | -3,206.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling