+240.3%
TTMI vs TT
+5,967.3%
-5,727.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.3% |
| 7D | +7.2% | +3.5% | +3.8% | +5.6% |
| 30D | -28.7% | -11.0% | -17.6% | -21.2% |
| 3M | -39.8% | -12.0% | -27.8% | -32.6% |
| 6M | -51.7% | -10.4% | -41.3% | -46.3% |
| YTD | +14.1% | +9.9% | +4.1% | +12.4% |
| 1Y | +16.0% | +1.5% | +14.5% | +21.1% |
| 3Y | +452.7% | +93.7% | +359.0% | +275.4% |
| 5Y | +451.5% | +139.2% | +312.3% | +220.4% |
| 10Y | +443.1% | +741.5% | -298.3% | +30.2% |
| All | +240.3% | +5,967.3% | -5,727.0% | -82.3% |
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