+843.5%
TTMI vs SPG
+106.4%
+737.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.4% |
| 7D | +12.2% | 0.0% | +12.2% | +12.1% |
| 30D | -5.7% | -4.9% | -0.8% | -3.4% |
| 3M | -27.5% | +3.3% | -30.8% | -30.0% |
| 6M | +47.1% | +11.2% | +35.9% | +36.1% |
| YTD | +87.5% | +17.1% | +70.4% | +68.0% |
| 1Y | +175.2% | +21.6% | +153.6% | +140.3% |
| 3Y | +901.9% | +111.9% | +790.1% | +543.5% |
| 5Y | +843.5% | +106.9% | +736.5% | +479.5% |
| All | +843.5% | +106.4% | +737.1% | +479.5% |
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