-35.7%
U vs TTMI
+999.5%
-1,035.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +3.3% |
| 7D | +5.5% | +0.7% | +4.9% | +5.3% |
| 30D | -1.3% | -8.4% | +7.2% | +0.7% |
| 3M | +64.6% | -32.5% | +97.0% | +83.0% |
| 6M | +119.4% | +32.5% | +86.9% | +75.2% |
| YTD | -0.5% | +83.2% | -83.7% | -35.1% |
| 1Y | +1.3% | +161.7% | -160.4% | -46.3% |
| 3Y | +15.6% | +890.1% | -874.5% | -71.9% |
| 5Y | -67.5% | +832.4% | -899.9% | -92.3% |
| All | -35.7% | +999.5% | -1,035.2% | -87.4% |
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