+814.1%
TTMI vs TLN
+583.6%
+230.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.1% | +7.3% |
| 7D | +5.9% | +7.1% | -1.2% | +2.9% |
| 30D | -4.3% | -3.9% | -0.4% | -2.4% |
| 3M | -32.0% | -16.2% | -15.9% | -26.4% |
| 6M | +19.5% | -5.8% | +25.3% | +24.1% |
| YTD | +82.0% | -15.4% | +97.5% | +94.3% |
| 1Y | +172.6% | -16.7% | +189.3% | +193.8% |
| 3Y | +744.7% | +473.8% | +270.9% | +563.0% |
| All | +814.1% | +583.6% | +230.6% | +640.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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