+406.5%
TTMI vs SPG
+83.5%
+323.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -11.5% | +5.6% | -17.1% | -13.7% |
| 30D | -40.3% | +17.6% | -57.9% | -45.3% |
| 3M | -44.5% | +7.5% | -51.9% | -46.8% |
| 6M | -54.1% | +18.5% | -72.6% | -59.1% |
| YTD | +4.7% | +30.9% | -26.2% | -12.2% |
| 1Y | +3.3% | +34.1% | -30.8% | -14.5% |
| 3Y | +407.2% | +135.5% | +271.7% | +200.2% |
| 5Y | +406.5% | +86.5% | +320.0% | +195.9% |
| All | +406.5% | +83.5% | +323.0% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling