+111.1%
TTMI vs SOLS
+17.1%
+94.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | +0.2% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | -6.4% | +0.9% | -7.3% | -7.0% |
| 3M | -28.9% | -20.7% | -8.3% | -18.5% |
| 6M | +26.9% | -17.7% | +44.6% | +42.9% |
| YTD | +77.3% | +27.1% | +50.2% | +73.2% |
| All | +111.1% | +17.1% | +94.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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