+3,306.4%
V vs TTMI
+565.5%
+2,740.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | -2.6% |
| 7D | -0.8% | -1.6% | +0.8% | -1.1% |
| 30D | +9.5% | -37.7% | +47.3% | +16.9% |
| 3M | +16.7% | -45.1% | +61.8% | +26.3% |
| 6M | +32.9% | -52.1% | +85.1% | +43.7% |
| YTD | +21.1% | +9.2% | +11.9% | +4.6% |
| 1Y | +26.6% | +12.9% | +13.7% | +7.2% |
| 3Y | +78.4% | +445.5% | -367.1% | -3.5% |
| 5Y | +105.5% | +427.9% | -322.4% | +8.1% |
| 10Y | +444.2% | +449.9% | -5.6% | +165.1% |
| All | +3,306.4% | +565.5% | +2,740.9% | +1,128.9% |
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