+1,289.4%
TTMI vs RUN
-31.9%
+1,321.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +8.9% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | -4.3% | -15.3% | +10.9% | -2.1% |
| 3M | -32.0% | -40.0% | +8.0% | -26.7% |
| 6M | +19.5% | -27.0% | +46.4% | +24.9% |
| YTD | +82.0% | -51.7% | +133.7% | +98.0% |
| 1Y | +172.6% | -45.9% | +218.5% | +190.5% |
| 3Y | +744.7% | -43.8% | +788.4% | +667.9% |
| 5Y | +805.6% | -80.5% | +886.0% | +790.1% |
| 10Y | +1,057.6% | +45.3% | +1,012.3% | +596.9% |
| All | +1,289.4% | -31.9% | +1,321.3% | +761.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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