+1,485.9%
TTMI vs USFR
+27.5%
+1,458.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -4.3% | +0.3% | -4.6% | -4.4% |
| 3M | -32.0% | +1.0% | -33.0% | -32.4% |
| 6M | +19.5% | +1.9% | +17.5% | +18.2% |
| YTD | +82.0% | +2.6% | +79.4% | +79.4% |
| 1Y | +172.6% | +4.0% | +168.6% | +166.5% |
| 3Y | +744.7% | +14.1% | +730.5% | +686.2% |
| 5Y | +805.6% | +20.4% | +785.1% | +720.2% |
| 10Y | +1,057.6% | +28.0% | +1,029.6% | +934.5% |
| All | +1,485.9% | +27.5% | +1,458.3% | +1,261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling