+612.3%
XYZ vs TTMI
+409.3%
+203.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | -0.7% |
| 7D | +12.1% | -19.8% | +32.0% | +19.3% |
| 30D | +12.4% | -48.1% | +60.5% | +35.0% |
| 3M | +8.2% | -51.2% | +59.4% | +30.8% |
| 6M | +20.7% | -59.6% | +80.3% | +48.8% |
| YTD | +31.3% | -3.6% | +34.9% | +0.4% |
| 1Y | +20.5% | -2.3% | +22.9% | -10.8% |
| 3Y | +72.6% | +369.4% | -296.8% | -49.8% |
| 5Y | -64.0% | +365.4% | -429.4% | -89.7% |
| All | +612.3% | +409.3% | +203.1% | +87.4% |
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