+210.1%
W vs TTMI
+394.2%
-184.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.7% |
| 7D | +0.2% | +11.4% | -11.2% | -4.9% |
| 30D | +6.8% | -28.3% | +35.1% | +17.2% |
| 3M | +10.7% | -46.7% | +57.3% | +35.3% |
| 6M | +86.3% | -56.1% | +142.5% | +139.5% |
| YTD | +11.5% | +7.4% | +4.1% | -19.1% |
| 1Y | +5.1% | +17.4% | -12.3% | -29.9% |
| 3Y | +171.0% | +429.1% | -258.2% | -30.8% |
| 5Y | -56.6% | +418.8% | -475.4% | -89.0% |
| All | +210.1% | +394.2% | -184.1% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling