+443.1%
TTMI vs SM
+296.5%
+146.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.4% | +9.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -4.3% | +26.3% | -30.6% | -8.8% |
| 3M | -32.0% | +8.7% | -40.7% | -33.9% |
| 6M | +19.5% | +51.7% | -32.2% | +7.3% |
| YTD | +82.0% | +99.0% | -17.0% | +54.5% |
| 1Y | +172.6% | +34.6% | +138.0% | +147.8% |
| 3Y | +744.7% | -7.8% | +752.4% | +708.3% |
| 5Y | +805.6% | +104.8% | +700.8% | +607.7% |
| 10Y | +1,057.6% | +7.2% | +1,050.4% | +569.9% |
| All | +443.1% | +296.5% | +146.6% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling