+638.0%
XYZ vs TTMI
+476.8%
+161.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.3% | -9.7% | -0.9% |
| 7D | +14.9% | -1.6% | +16.5% | +13.8% |
| 30D | +14.7% | -37.7% | +52.4% | +29.0% |
| 3M | +12.1% | -45.1% | +57.2% | +30.0% |
| 6M | +18.3% | -52.1% | +70.4% | +36.9% |
| YTD | +36.1% | +9.2% | +26.9% | -0.6% |
| 1Y | +35.3% | +12.9% | +22.4% | -5.3% |
| 3Y | +73.5% | +445.5% | -372.0% | -52.4% |
| 5Y | -61.6% | +427.9% | -489.5% | -89.5% |
| 10Y | +638.0% | +449.9% | +188.1% | +85.6% |
| All | +638.0% | +476.8% | +161.2% | +85.6% |
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