+1,124.0%
TTMI vs SM
+23.0%
+1,101.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.7% | +4.6% | -3.9% | +0.1% |
| 30D | -8.4% | +18.2% | -26.7% | -10.4% |
| 3M | -32.5% | +22.5% | -55.0% | -34.6% |
| 6M | +32.5% | +50.6% | -18.1% | +23.7% |
| YTD | +83.2% | +108.1% | -24.9% | +63.3% |
| 1Y | +161.7% | +46.0% | +115.7% | +143.4% |
| 3Y | +890.1% | +2.9% | +887.3% | +849.5% |
| 5Y | +832.4% | +112.6% | +719.9% | +704.9% |
| All | +1,124.0% | +23.0% | +1,101.0% | +717.6% |
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