+1,084.3%
TTMI vs TT
+954.8%
+129.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -0.9% |
| 7D | +6.0% | -1.0% | +7.0% | +6.8% |
| 30D | -6.4% | -8.9% | +2.5% | +0.1% |
| 3M | -28.9% | -1.8% | -27.1% | -27.3% |
| 6M | +26.9% | +1.9% | +25.0% | +28.4% |
| YTD | +77.3% | +13.8% | +63.5% | +67.2% |
| 1Y | +147.5% | +6.1% | +141.4% | +145.3% |
| 3Y | +847.6% | +119.6% | +728.1% | +495.2% |
| 5Y | +802.2% | +145.9% | +656.4% | +416.8% |
| All | +1,084.3% | +954.8% | +129.5% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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