+851.1%
TTMI vs TCOM
+2,658.7%
-1,807.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +12.2% | -7.6% | +19.8% | +14.2% |
| 30D | -5.7% | -12.2% | +6.5% | -3.1% |
| 3M | -27.5% | -14.2% | -13.3% | -25.5% |
| 6M | +47.1% | -25.0% | +72.1% | +55.9% |
| YTD | +87.5% | -43.7% | +131.1% | +110.2% |
| 1Y | +175.2% | -44.5% | +219.7% | +209.6% |
| 3Y | +901.9% | +13.4% | +888.5% | +812.6% |
| 5Y | +843.5% | +26.5% | +817.0% | +671.8% |
| 10Y | +1,077.0% | -10.3% | +1,087.3% | +880.3% |
| All | +851.1% | +2,658.7% | -1,807.5% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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