+768.9%
TTMI vs S
-57.7%
+826.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +7.5% | -1.2% | +8.7% | +7.6% |
| 30D | -4.5% | -12.6% | +8.1% | -3.0% |
| 3M | -28.5% | +27.6% | -56.1% | -31.2% |
| 6M | +28.4% | +35.5% | -7.1% | +21.8% |
| YTD | +80.1% | +29.6% | +50.5% | +71.1% |
| 1Y | +161.0% | +8.1% | +152.9% | +154.5% |
| 3Y | +862.4% | +14.8% | +847.7% | +821.7% |
| 5Y | +812.9% | -70.6% | +883.5% | +799.4% |
| All | +768.9% | -57.7% | +826.6% | +768.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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