+429.0%
TTMI vs TDY
+2,216.5%
-1,787.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.7% |
| 7D | +6.0% | -1.9% | +7.9% | +7.3% |
| 30D | -6.4% | -12.5% | +6.1% | +2.2% |
| 3M | -28.9% | -0.8% | -28.1% | -27.9% |
| 6M | +26.9% | -9.0% | +35.8% | +37.0% |
| YTD | +77.3% | +16.8% | +60.5% | +63.9% |
| 1Y | +147.5% | +9.5% | +138.0% | +138.8% |
| 3Y | +847.6% | +45.4% | +802.2% | +667.6% |
| 5Y | +802.2% | +37.8% | +764.4% | +645.5% |
| 10Y | +1,076.3% | +470.2% | +606.1% | +269.9% |
| All | +429.0% | +2,216.5% | -1,787.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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