+568.5%
USB vs TTMI
+253.1%
+315.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.1% | +12.0% | +3.7% |
| 7D | +2.4% | -19.2% | +21.6% | +6.0% |
| 30D | +6.6% | -44.9% | +51.5% | +16.0% |
| 3M | -4.1% | -44.7% | +40.6% | +3.6% |
| 6M | +12.5% | -53.4% | +65.9% | +22.7% |
| YTD | +17.6% | +6.3% | +11.3% | +7.1% |
| 1Y | +36.5% | +10.7% | +25.8% | +22.1% |
| 3Y | +95.4% | +401.2% | -305.8% | +27.5% |
| 5Y | +26.1% | +419.0% | -392.8% | -20.0% |
| 10Y | +101.3% | +466.2% | -364.9% | +21.3% |
| All | +568.5% | +253.1% | +315.4% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling