+75.9%
DE vs TTMI
+876.4%
-800.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.7% |
| 7D | -2.6% | +0.7% | -3.2% | -2.7% |
| 30D | +9.0% | -8.4% | +17.5% | +9.9% |
| 3M | +19.1% | -32.5% | +51.6% | +23.7% |
| 6M | +14.4% | +32.5% | -18.1% | +7.5% |
| YTD | +45.9% | +83.2% | -37.3% | +30.2% |
| 1Y | +43.6% | +161.7% | -118.1% | +18.8% |
| 3Y | +75.9% | +890.1% | -814.2% | +11.6% |
| All | +75.9% | +876.4% | -800.5% | +11.6% |
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