+626.9%
ADBE vs TTMI
+504.4%
+122.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.8% | -15.6% | -8.4% |
| 7D | -8.6% | +5.9% | -14.4% | -9.7% |
| 30D | +2.8% | -4.3% | +7.1% | +2.8% |
| 3M | +3.1% | -32.0% | +35.2% | +7.2% |
| 6M | -2.4% | +19.5% | -21.9% | -12.1% |
| YTD | -23.9% | +82.0% | -105.9% | -38.4% |
| 1Y | -22.6% | +172.6% | -195.2% | -43.8% |
| 3Y | -52.7% | +744.7% | -797.3% | -74.2% |
| 5Y | -60.0% | +805.6% | -865.6% | -78.8% |
| 10Y | +157.3% | +1,057.6% | -900.3% | +23.2% |
| All | +626.9% | +504.4% | +122.6% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling