+835.4%
TTMI vs USFR
+28.6%
+806.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +11.4% | +0.1% | +11.3% | +11.3% |
| 30D | -28.3% | +0.4% | -28.7% | -28.4% |
| 3M | -46.7% | +1.1% | -47.7% | -47.0% |
| 6M | -56.1% | +2.0% | -58.2% | -56.6% |
| YTD | +7.4% | +3.5% | +3.9% | +5.3% |
| 1Y | +17.4% | +4.1% | +13.3% | +14.8% |
| 3Y | +429.1% | +14.4% | +414.8% | +391.8% |
| 5Y | +418.8% | +21.4% | +397.3% | +367.8% |
| 10Y | +411.2% | +28.6% | +382.7% | +354.9% |
| All | +835.4% | +28.6% | +806.7% | +699.3% |
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