+2,926.4%
V vs TTMI
+1,009.5%
+1,916.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -2.7% |
| 7D | -1.7% | +5.9% | -7.6% | -2.9% |
| 30D | +2.0% | -4.3% | +6.3% | +2.2% |
| 3M | +17.4% | -32.0% | +49.4% | +23.3% |
| 6M | +17.5% | +19.5% | -2.0% | +6.4% |
| YTD | +7.6% | +82.0% | -74.4% | -13.1% |
| 1Y | +7.7% | +172.6% | -164.9% | -22.9% |
| 3Y | +54.7% | +744.7% | -690.0% | -20.7% |
| 5Y | +73.0% | +805.6% | -732.5% | -15.6% |
| 10Y | +390.9% | +1,057.6% | -666.8% | +109.4% |
| All | +2,926.4% | +1,009.5% | +1,916.9% | +920.2% |
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