+1,888.0%
TTMI vs TRI
+507.2%
+1,380.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.1% |
| 7D | +7.5% | -8.4% | +15.9% | +11.2% |
| 30D | -4.5% | -6.5% | +2.0% | -3.0% |
| 3M | -28.5% | +18.6% | -47.1% | -38.7% |
| 6M | +28.4% | -10.4% | +38.8% | +23.0% |
| YTD | +80.1% | -23.7% | +103.8% | +82.8% |
| 1Y | +161.0% | -42.5% | +203.5% | +213.0% |
| 3Y | +862.4% | -19.3% | +881.7% | +801.9% |
| 5Y | +812.9% | -9.7% | +822.6% | +689.8% |
| 10Y | +1,094.7% | +194.4% | +900.3% | +352.6% |
| All | +1,888.0% | +507.2% | +1,380.8% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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