+67.1%
V vs TTMI
+840.7%
-773.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.9% |
| 7D | -1.1% | +12.2% | -13.2% | -1.9% |
| 30D | +1.9% | -5.7% | +7.6% | +2.1% |
| 3M | +15.5% | -27.5% | +43.0% | +17.5% |
| 6M | +16.6% | +47.1% | -30.5% | +8.1% |
| YTD | +5.7% | +87.5% | -81.7% | -6.3% |
| 1Y | +8.6% | +175.2% | -166.7% | -11.2% |
| 3Y | +52.5% | +901.9% | -849.4% | -8.8% |
| 5Y | +67.1% | +843.5% | -776.3% | -2.8% |
| All | +67.1% | +840.7% | -773.6% | -2.8% |
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