-72.4%
U vs TTMI
+405.8%
-478.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.9% |
| 7D | +24.4% | -11.5% | +35.9% | +27.1% |
| 30D | +7.4% | -40.3% | +47.7% | +22.1% |
| 3M | +16.8% | -44.5% | +61.3% | +33.9% |
| 6M | +78.8% | -54.1% | +132.8% | +109.1% |
| YTD | +14.0% | +4.7% | +9.3% | -14.1% |
| 1Y | +16.7% | +3.3% | +13.4% | -12.9% |
| 3Y | +86.4% | +407.2% | -320.9% | -43.2% |
| All | -72.4% | +405.8% | -478.2% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling