+322.6%
TTMI vs TPR
+8,066.7%
-7,744.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.6% | +9.6% |
| 7D | +7.2% | +6.4% | +0.8% | +3.9% |
| 30D | -28.7% | +13.8% | -42.4% | -33.2% |
| 3M | -39.8% | -16.6% | -23.2% | -37.0% |
| 6M | -51.7% | +0.7% | -52.4% | -53.6% |
| YTD | +14.1% | +5.3% | +8.7% | +7.4% |
| 1Y | +16.0% | +32.4% | -16.4% | -0.4% |
| 3Y | +452.7% | +406.4% | +46.3% | +167.3% |
| 5Y | +451.5% | +227.9% | +223.6% | +203.3% |
| 10Y | +443.1% | +371.7% | +71.4% | +108.7% |
| All | +322.6% | +8,066.7% | -7,744.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling