+580.0%
XYZ vs TTMI
+1,093.3%
-513.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.3% |
| 7D | +2.9% | +12.2% | -9.3% | -1.7% |
| 30D | +1.4% | -5.7% | +7.1% | +2.5% |
| 3M | +14.6% | -27.5% | +42.0% | +23.6% |
| 6M | +20.8% | +47.1% | -26.4% | -8.1% |
| YTD | +23.1% | +87.5% | -64.4% | -20.3% |
| 1Y | +5.6% | +175.2% | -169.6% | -45.7% |
| 3Y | +50.9% | +901.9% | -851.0% | -63.2% |
| 5Y | -68.6% | +843.5% | -912.0% | -92.2% |
| 10Y | +580.0% | +1,077.0% | -497.0% | +57.5% |
| All | +580.0% | +1,093.3% | -513.3% | +57.5% |
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