+843.5%
TTMI vs S
-72.3%
+915.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +3.3% |
| 7D | +12.2% | -5.8% | +18.0% | +13.0% |
| 30D | -5.7% | -9.2% | +3.5% | -4.7% |
| 3M | -27.5% | +23.4% | -50.9% | -30.0% |
| 6M | +47.1% | +36.9% | +10.2% | +38.9% |
| YTD | +87.5% | +29.5% | +57.9% | +77.5% |
| 1Y | +175.2% | +5.4% | +169.8% | +168.9% |
| 3Y | +901.9% | +14.7% | +887.2% | +855.6% |
| 5Y | +843.5% | -71.5% | +915.0% | +837.0% |
| All | +843.5% | -72.3% | +915.8% | +837.0% |
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