+415.9%
TTMI vs SN
+671.3%
-255.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.6% |
| 7D | +11.4% | +1.5% | +9.8% | +11.0% |
| 30D | -28.3% | +21.5% | -49.8% | -32.1% |
| 3M | -46.7% | +20.0% | -66.7% | -49.5% |
| 6M | -56.1% | +119.9% | -176.0% | -65.5% |
| YTD | +7.4% | +102.3% | -95.0% | -13.4% |
| 1Y | +17.4% | +148.0% | -130.6% | -9.9% |
| 3Y | +429.1% | +450.0% | -20.9% | +263.5% |
| All | +415.9% | +671.3% | -255.4% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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