+115.3%
ADI vs TTMI
+859.5%
-744.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.6% |
| 7D | +2.6% | +7.5% | -4.9% | +0.4% |
| 30D | -4.6% | -4.5% | -0.1% | -3.9% |
| 3M | -9.5% | -28.5% | +19.0% | -2.0% |
| 6M | +14.8% | +28.4% | -13.5% | +4.4% |
| YTD | +35.8% | +80.1% | -44.3% | +8.9% |
| 1Y | +48.9% | +161.0% | -112.1% | +2.2% |
| All | +115.3% | +859.5% | -744.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling