+411.3%
TTMI vs SM
+18.2%
+393.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.2% | -3.7% |
| 7D | +22.6% | +10.6% | +12.0% | +21.0% |
| 30D | -34.3% | -15.0% | -19.3% | -33.0% |
| 3M | -44.8% | +1.7% | -46.4% | -45.1% |
| 6M | -53.3% | +5.9% | -59.2% | -54.2% |
| YTD | +10.6% | +79.0% | -68.4% | +0.1% |
| 1Y | +8.2% | +84.7% | -76.5% | -2.5% |
| 3Y | +435.7% | -3.5% | +439.1% | +417.5% |
| 5Y | +434.2% | +4.9% | +429.2% | +399.3% |
| All | +411.3% | +18.2% | +393.1% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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