+443.1%
TTMI vs SPG
+3,043.7%
-2,600.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +5.9% | -2.4% | +8.2% | +7.0% |
| 30D | -4.3% | -6.8% | +2.5% | -1.4% |
| 3M | -32.0% | +2.7% | -34.7% | -33.7% |
| 6M | +19.5% | +5.5% | +14.0% | +15.4% |
| YTD | +82.0% | +15.7% | +66.3% | +68.1% |
| 1Y | +172.6% | +20.9% | +151.8% | +146.1% |
| 3Y | +744.7% | +112.4% | +632.3% | +493.8% |
| 5Y | +805.6% | +101.4% | +704.2% | +538.5% |
| 10Y | +1,057.6% | +60.6% | +997.0% | +662.0% |
| All | +443.1% | +3,043.7% | -2,600.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling