+162.2%
W vs TTMI
+1,044.1%
-881.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +2.0% |
| 7D | +5.9% | +7.5% | -1.6% | +2.1% |
| 30D | -3.0% | -4.5% | +1.4% | -2.4% |
| 3M | +40.3% | -28.5% | +68.9% | +57.4% |
| 6M | +32.2% | +28.4% | +3.9% | +4.0% |
| YTD | -0.3% | +80.1% | -80.4% | -37.4% |
| 1Y | +16.2% | +161.0% | -144.9% | -44.3% |
| 3Y | +40.7% | +862.4% | -821.7% | -69.0% |
| 5Y | -62.3% | +812.9% | -875.3% | -91.6% |
| 10Y | +162.2% | +1,094.7% | -932.5% | -49.1% |
| All | +162.2% | +1,044.1% | -881.9% | -49.1% |
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