+429.0%
TTMI vs SU
+2,079.9%
-1,650.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +6.0% | +1.7% | +4.4% | +5.4% |
| 30D | -6.4% | +9.6% | -16.1% | -9.6% |
| 3M | -28.9% | +11.7% | -40.7% | -32.4% |
| 6M | +26.9% | +21.9% | +5.0% | +16.3% |
| YTD | +77.3% | +58.6% | +18.7% | +48.2% |
| 1Y | +147.5% | +66.5% | +81.0% | +103.4% |
| 3Y | +847.6% | +121.4% | +726.2% | +590.7% |
| 5Y | +802.2% | +355.7% | +446.5% | +381.2% |
| 10Y | +1,076.3% | +264.2% | +812.1% | +510.6% |
| All | +429.0% | +2,079.9% | -1,650.9% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling