+366.1%
TTMI vs S
-69.1%
+435.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.6% |
| 7D | -19.8% | -13.4% | -6.4% | -17.9% |
| 30D | -48.1% | -14.0% | -34.1% | -46.8% |
| 3M | -51.2% | +4.9% | -56.1% | -51.6% |
| 6M | -59.6% | +42.0% | -101.6% | -61.8% |
| YTD | -3.6% | +45.1% | -48.7% | -10.2% |
| 1Y | -2.3% | +33.1% | -35.4% | -7.8% |
| 3Y | +369.4% | +40.6% | +328.7% | +335.7% |
| All | +366.1% | -69.1% | +435.2% | +363.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling