+443.1%
TTMI vs TT
+6,296.6%
-5,853.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -4.3% | -7.2% | +2.9% | +0.8% |
| 3M | -32.0% | -3.0% | -29.1% | -30.1% |
| 6M | +19.5% | +1.4% | +18.1% | +21.4% |
| YTD | +82.0% | +15.9% | +66.1% | +69.0% |
| 1Y | +172.6% | +9.4% | +163.2% | +164.2% |
| 3Y | +744.7% | +124.4% | +620.3% | +408.2% |
| 5Y | +805.6% | +138.0% | +667.5% | +412.2% |
| 10Y | +1,057.6% | +886.4% | +171.2% | +143.1% |
| All | +443.1% | +6,296.6% | -5,853.5% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling