+418.0%
TTMI vs S
-51.7%
+469.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +11.4% | +2.0% | +9.4% | +11.2% |
| 30D | -28.3% | -2.7% | -25.6% | -27.7% |
| 3M | -46.7% | -6.9% | -39.8% | -46.1% |
| 6M | -56.1% | +38.1% | -94.2% | -58.1% |
| YTD | +7.4% | +48.0% | -40.6% | +0.5% |
| 1Y | +17.4% | +34.5% | -17.1% | +11.4% |
| 3Y | +429.1% | +38.3% | +390.8% | +397.0% |
| 5Y | +418.8% | -70.9% | +489.7% | +402.8% |
| All | +418.0% | -51.7% | +469.8% | +410.2% |
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