+3,297.7%
V vs TTMI
+573.9%
+2,723.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.7% |
| 7D | -0.4% | +22.6% | -23.0% | -4.3% |
| 30D | +6.3% | -34.3% | +40.6% | +12.3% |
| 3M | +17.2% | -44.8% | +61.9% | +26.7% |
| 6M | +29.2% | -53.3% | +82.5% | +40.4% |
| YTD | +20.8% | +10.6% | +10.2% | +4.1% |
| 1Y | +25.0% | +8.2% | +16.8% | +7.0% |
| 3Y | +75.3% | +435.7% | -360.4% | -4.7% |
| 5Y | +105.8% | +434.2% | -328.3% | +8.0% |
| 10Y | +451.9% | +426.4% | +25.5% | +171.9% |
| All | +3,297.7% | +573.9% | +2,723.9% | +1,122.2% |
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