+901.9%
TTMI vs S
+13.8%
+888.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +3.4% |
| 7D | +12.2% | -5.8% | +18.0% | +13.3% |
| 30D | -5.7% | -9.2% | +3.5% | -4.4% |
| 3M | -27.5% | +23.4% | -50.9% | -30.9% |
| 6M | +47.1% | +36.9% | +10.2% | +35.9% |
| YTD | +87.5% | +29.5% | +57.9% | +74.1% |
| 1Y | +175.2% | +5.4% | +169.8% | +169.8% |
| 3Y | +901.9% | +14.7% | +887.2% | +817.7% |
| All | +901.9% | +13.8% | +888.2% | +817.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling