+411.3%
TTMI vs TPR
+365.1%
+46.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | +22.6% | -1.1% | +23.7% | +23.1% |
| 30D | -34.3% | +15.1% | -49.4% | -38.1% |
| 3M | -44.8% | -13.4% | -31.4% | -43.1% |
| 6M | -53.3% | +1.4% | -54.7% | -55.0% |
| YTD | +10.6% | +4.8% | +5.8% | +5.4% |
| 1Y | +8.2% | +29.2% | -21.0% | -4.0% |
| 3Y | +435.7% | +403.7% | +32.0% | +197.3% |
| 5Y | +434.2% | +230.8% | +203.3% | +228.0% |
| All | +411.3% | +365.1% | +46.2% | +131.8% |
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