+366.4%
TTMI vs TPR
+253.5%
+112.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.3% |
| 7D | -19.8% | +14.2% | -34.0% | -24.6% |
| 30D | -48.1% | +17.1% | -65.2% | -51.9% |
| 3M | -51.2% | -17.7% | -33.5% | -48.4% |
| 6M | -59.6% | -10.2% | -49.4% | -59.3% |
| YTD | -3.6% | +4.9% | -8.5% | -9.0% |
| 1Y | -2.3% | +36.1% | -38.5% | -17.4% |
| 3Y | +369.4% | +416.5% | -47.1% | +137.0% |
| All | +366.4% | +253.5% | +112.9% | +155.1% |
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