+812.9%
TTMI vs SM
+119.2%
+693.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -4.5% | +20.3% | -24.8% | -7.8% |
| 3M | -28.5% | +22.9% | -51.5% | -32.0% |
| 6M | +28.4% | +47.8% | -19.5% | +15.4% |
| YTD | +80.1% | +107.5% | -27.4% | +48.3% |
| 1Y | +161.0% | +51.7% | +109.3% | +130.6% |
| 3Y | +862.4% | -0.9% | +863.3% | +803.0% |
| 5Y | +812.9% | +112.2% | +700.7% | +669.7% |
| All | +812.9% | +119.2% | +693.7% | +669.7% |
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