+808.8%
TTMI vs TT
+140.2%
+668.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.2% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -4.3% | -7.2% | +2.9% | +1.8% |
| 3M | -32.0% | -3.0% | -29.1% | -29.8% |
| 6M | +19.5% | +1.4% | +18.1% | +21.6% |
| YTD | +82.0% | +15.9% | +66.1% | +68.6% |
| 1Y | +172.6% | +9.4% | +163.2% | +164.0% |
| 3Y | +744.7% | +124.4% | +620.3% | +409.7% |
| All | +808.8% | +140.2% | +668.7% | +360.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling