+840.1%
TTMI vs SPXU
-100.0%
+940.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.3% |
| 7D | +11.4% | -7.6% | +18.9% | +8.0% |
| 30D | -28.3% | +5.3% | -33.6% | -24.3% |
| 3M | -46.7% | +9.6% | -56.3% | -42.1% |
| 6M | -56.1% | -4.5% | -51.6% | -54.2% |
| YTD | +7.4% | -25.9% | +33.2% | +3.6% |
| 1Y | +17.4% | -28.9% | +46.3% | +12.6% |
| 3Y | +429.1% | -80.5% | +509.6% | +238.7% |
| 5Y | +418.8% | -83.4% | +502.1% | +280.5% |
| 10Y | +411.2% | -99.5% | +510.7% | +14.9% |
| All | +840.1% | -100.0% | +940.1% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling