+802.2%
TTMI vs SPXU
-85.5%
+887.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -0.6% |
| 7D | +6.0% | +6.4% | -0.3% | +9.4% |
| 30D | -6.4% | +5.9% | -12.4% | -3.3% |
| 3M | -28.9% | -11.7% | -17.3% | -31.7% |
| 6M | +26.9% | -28.7% | +55.6% | +13.4% |
| YTD | +77.3% | -26.4% | +103.7% | +63.1% |
| 1Y | +147.5% | -35.2% | +182.7% | +120.6% |
| 3Y | +847.6% | -79.8% | +927.4% | +512.0% |
| 5Y | +802.2% | -86.1% | +888.3% | +490.1% |
| All | +802.2% | -85.5% | +887.8% | +490.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling