+67.8%
B vs TTMI
+171.3%
-103.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.1% | -3.8% |
| 7D | -1.6% | +5.9% | -7.5% | -2.7% |
| 30D | +9.4% | -4.3% | +13.7% | +10.0% |
| 3M | +5.0% | -32.0% | +37.0% | +11.2% |
| 6M | -3.5% | +19.5% | -23.0% | -10.6% |
| YTD | +4.5% | +82.0% | -77.6% | -12.2% |
| 1Y | +67.8% | +172.6% | -104.8% | +28.8% |
| All | +67.8% | +171.3% | -103.5% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling