+105.5%
V vs TTMI
+429.4%
-323.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | -0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.9% |
| 30D | +9.5% | -37.7% | +47.3% | +11.8% |
| 3M | +16.7% | -45.1% | +61.8% | +19.7% |
| 6M | +32.9% | -52.1% | +85.1% | +36.1% |
| YTD | +21.1% | +9.2% | +11.9% | +10.0% |
| 1Y | +26.6% | +12.9% | +13.7% | +13.6% |
| 3Y | +78.4% | +445.5% | -367.1% | +12.0% |
| 5Y | +105.5% | +427.9% | -322.4% | +20.4% |
| All | +105.5% | +429.4% | -323.9% | +20.4% |
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 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