+449.9%
TTMI vs TPR
+403.1%
+46.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.5% | +10.8% | +12.4% |
| 7D | -1.6% | +12.7% | -14.3% | -6.2% |
| 30D | -37.7% | +17.1% | -54.8% | -41.7% |
| 3M | -45.1% | -15.9% | -29.2% | -42.9% |
| 6M | -52.1% | +2.6% | -54.7% | -54.0% |
| YTD | +9.2% | +7.5% | +1.7% | +3.2% |
| 1Y | +12.9% | +32.9% | -20.0% | -0.7% |
| 3Y | +445.5% | +413.8% | +31.6% | +200.5% |
| 5Y | +427.9% | +263.9% | +164.0% | +213.8% |
| 10Y | +449.9% | +389.7% | +60.1% | +136.8% |
| All | +449.9% | +403.1% | +46.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling