+808.8%
TTMI vs TPR
+239.8%
+569.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | -2.3% | +8.2% | +6.9% |
| 30D | -4.3% | -23.0% | +18.7% | +5.1% |
| 3M | -32.0% | -12.5% | -19.6% | -29.9% |
| 6M | +19.5% | -21.4% | +40.9% | +29.4% |
| YTD | +82.0% | -3.5% | +85.5% | +80.1% |
| 1Y | +172.6% | +17.4% | +155.3% | +148.5% |
| 3Y | +744.7% | +291.3% | +453.4% | +386.0% |
| All | +808.8% | +239.8% | +569.0% | +426.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling