+405.1%
TTMI vs S
-49.1%
+454.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -11.5% | +1.4% | -12.9% | -11.5% |
| 30D | -40.3% | -10.8% | -29.5% | -39.2% |
| 3M | -44.5% | +5.4% | -49.9% | -44.9% |
| 6M | -54.1% | +41.2% | -95.3% | -56.3% |
| YTD | +4.7% | +56.2% | -51.5% | -2.8% |
| 1Y | +3.3% | +36.3% | -33.0% | -2.0% |
| 3Y | +407.2% | +49.4% | +357.8% | +371.4% |
| 5Y | +406.5% | -66.9% | +473.4% | +387.0% |
| All | +405.1% | -49.1% | +454.2% | +393.5% |
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