+800.8%
TTMI vs SN
+496.6%
+304.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.7% |
| 7D | +12.2% | +0.1% | +12.0% | +12.1% |
| 30D | -5.7% | -5.6% | -0.1% | -4.2% |
| 3M | -27.5% | +48.1% | -75.6% | -35.9% |
| 6M | +47.1% | +57.6% | -10.5% | +27.5% |
| YTD | +87.5% | +56.5% | +31.0% | +62.9% |
| 1Y | +175.2% | +52.6% | +122.7% | +139.4% |
| 3Y | +901.9% | +412.0% | +490.0% | +654.2% |
| All | +800.8% | +496.6% | +304.1% | +571.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling