-26.6%
U vs TTMI
+563.3%
-589.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +2.0% |
| 7D | +2.8% | +22.6% | -19.8% | -3.9% |
| 30D | +7.6% | -34.3% | +41.9% | +19.0% |
| 3M | +12.7% | -44.8% | +57.5% | +29.9% |
| 6M | +87.0% | -53.3% | +140.3% | +118.8% |
| YTD | +13.6% | +10.6% | +3.1% | -16.3% |
| 1Y | +25.3% | +8.2% | +17.1% | -8.1% |
| 3Y | +85.8% | +435.7% | -349.9% | -45.6% |
| 5Y | -74.5% | +434.2% | -508.7% | -92.9% |
| All | -26.6% | +563.3% | -589.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling