+22.0%
USB vs TTMI
+364.5%
-342.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -1.4% |
| 7D | 0.0% | -19.8% | +19.8% | +2.7% |
| 30D | +5.8% | -48.1% | +54.0% | +14.4% |
| 3M | -6.0% | -51.2% | +45.3% | +2.1% |
| 6M | +7.8% | -59.6% | +67.4% | +18.3% |
| YTD | +14.6% | -3.6% | +18.2% | +1.1% |
| 1Y | +31.8% | -2.3% | +34.1% | +14.5% |
| 3Y | +91.5% | +369.4% | -277.8% | +1.2% |
| All | +22.0% | +364.5% | -342.4% | -41.1% |
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