+1,124.0%
TTMI vs SPG
+64.5%
+1,059.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +0.7% | -1.2% | +1.8% | +1.1% |
| 30D | -8.4% | -6.1% | -2.3% | -6.6% |
| 3M | -32.5% | -3.6% | -28.8% | -32.2% |
| 6M | +32.5% | +10.4% | +22.1% | +27.0% |
| YTD | +83.2% | +14.4% | +68.9% | +73.2% |
| 1Y | +161.7% | +16.5% | +145.1% | +145.4% |
| 3Y | +890.1% | +106.8% | +783.3% | +674.7% |
| 5Y | +832.4% | +108.9% | +723.6% | +618.0% |
| All | +1,124.0% | +64.5% | +1,059.5% | +789.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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