+406.5%
TTMI vs SM
-10.9%
+417.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.6% | -4.4% |
| 7D | -11.5% | -19.5% | +8.0% | -7.8% |
| 30D | -40.3% | -20.2% | -20.1% | -37.7% |
| 3M | -44.5% | -6.5% | -38.0% | -44.1% |
| 6M | -54.1% | +1.6% | -55.6% | -55.1% |
| YTD | +4.7% | +61.2% | -56.6% | -10.9% |
| 1Y | +3.3% | +65.4% | -62.0% | -13.0% |
| 3Y | +407.2% | -13.0% | +420.3% | +384.4% |
| 5Y | +406.5% | -4.3% | +410.8% | +370.7% |
| All | +406.5% | -10.9% | +417.5% | +370.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling