-62.1%
W vs TTMI
+840.7%
-902.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.8% |
| 7D | +6.5% | +12.2% | -5.7% | +0.9% |
| 30D | -6.2% | -5.7% | -0.5% | -4.9% |
| 3M | +48.9% | -27.5% | +76.4% | +65.5% |
| 6M | +31.2% | +47.1% | -15.9% | -4.9% |
| YTD | -0.4% | +87.5% | -87.9% | -40.0% |
| 1Y | +14.8% | +175.2% | -160.4% | -49.5% |
| 3Y | +40.5% | +901.9% | -861.4% | -75.8% |
| 5Y | -62.1% | +843.5% | -905.6% | -93.1% |
| All | -62.1% | +840.7% | -902.9% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling