+1,084.3%
TTMI vs TPR
+318.3%
+766.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.2% |
| 7D | +6.0% | -5.1% | +11.2% | +7.9% |
| 30D | -6.4% | -27.6% | +21.1% | +3.7% |
| 3M | -28.9% | -17.5% | -11.5% | -25.3% |
| 6M | +26.9% | -21.3% | +48.2% | +35.8% |
| YTD | +77.3% | -8.5% | +85.8% | +79.4% |
| 1Y | +147.5% | +11.5% | +136.0% | +133.6% |
| 3Y | +847.6% | +288.0% | +559.6% | +479.7% |
| 5Y | +802.2% | +225.2% | +577.1% | +463.5% |
| All | +1,084.3% | +318.3% | +766.0% | +466.9% |
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