+44.6%
C vs TTMI
+164.8%
-120.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | +2.6% | +7.5% | -4.9% | +1.7% |
| 30D | +1.9% | -4.5% | +6.4% | +2.2% |
| 3M | +2.8% | -28.5% | +31.3% | +5.3% |
| 6M | +30.6% | +28.4% | +2.2% | +23.4% |
| YTD | +19.9% | +80.1% | -60.2% | +10.4% |
| 1Y | +44.6% | +161.0% | -116.5% | +31.6% |
| All | +44.6% | +164.8% | -120.2% | +31.6% |
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 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