+1,124.0%
TTMI vs SPXU
-99.6%
+1,223.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +2.3% |
| 7D | +0.7% | +2.5% | -1.8% | +1.8% |
| 30D | -8.4% | +4.2% | -12.6% | -6.5% |
| 3M | -32.5% | -9.3% | -23.2% | -34.1% |
| 6M | +32.5% | -30.7% | +63.2% | +18.8% |
| YTD | +83.2% | -28.1% | +111.4% | +69.0% |
| 1Y | +161.7% | -35.2% | +196.9% | +137.0% |
| 3Y | +890.1% | -79.9% | +970.1% | +557.8% |
| 5Y | +832.4% | -86.4% | +918.8% | +536.0% |
| All | +1,124.0% | -99.6% | +1,223.6% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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