+802.2%
TTMI vs USFR
+20.4%
+781.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | -6.4% | +0.3% | -6.7% | -6.2% |
| 3M | -28.9% | +1.0% | -29.9% | -28.8% |
| 6M | +26.9% | +1.9% | +24.9% | +25.8% |
| YTD | +77.3% | +2.7% | +74.6% | +73.1% |
| 1Y | +147.5% | +4.0% | +143.5% | +135.2% |
| 3Y | +847.6% | +14.1% | +833.6% | +682.8% |
| 5Y | +802.2% | +20.5% | +781.7% | +591.4% |
| All | +802.2% | +20.4% | +781.8% | +591.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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