+396.5%
TTMI vs SM
+18.0%
+378.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +11.4% | +9.4% | +2.0% | +10.1% |
| 30D | -28.3% | -14.4% | -13.9% | -26.9% |
| 3M | -46.7% | +1.6% | -48.2% | -47.0% |
| 6M | -56.1% | +6.3% | -62.5% | -56.9% |
| YTD | +7.4% | +78.8% | -71.4% | -2.7% |
| 1Y | +17.4% | +83.1% | -65.7% | +5.9% |
| 3Y | +429.1% | -5.9% | +435.0% | +412.8% |
| 5Y | +418.8% | +4.8% | +414.0% | +385.0% |
| All | +396.5% | +18.0% | +378.5% | +213.9% |
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