+829.0%
TTMI vs SU
+348.9%
+480.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +0.7% | +2.2% | -1.6% | +0.1% |
| 30D | -8.4% | +8.4% | -16.9% | -10.6% |
| 3M | -32.5% | +12.1% | -44.6% | -35.0% |
| 6M | +32.5% | +19.7% | +12.8% | +24.3% |
| YTD | +83.2% | +58.4% | +24.8% | +58.1% |
| 1Y | +161.7% | +67.2% | +94.4% | +122.4% |
| 3Y | +890.1% | +125.0% | +765.1% | +670.3% |
| All | +829.0% | +348.9% | +480.1% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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