+1,683.3%
BE vs TTMI
+859.5%
+823.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -0.4% |
| 7D | +23.9% | +7.5% | +16.4% | +18.5% |
| 30D | +27.8% | -4.5% | +32.3% | +31.3% |
| 3M | +3.7% | -28.5% | +32.3% | +29.0% |
| 6M | +78.0% | +28.4% | +49.6% | +51.4% |
| YTD | +209.9% | +80.1% | +129.8% | +113.9% |
| 1Y | +389.6% | +161.0% | +228.6% | +192.4% |
| All | +1,683.3% | +859.5% | +823.9% | +496.6% |
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 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