+51.9%
DOW vs TTMI
+9.6%
+42.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -3.5% |
| 7D | -4.2% | -19.2% | +15.0% | -4.8% |
| 30D | +14.7% | -44.9% | +59.6% | +13.1% |
| 3M | +9.1% | -44.7% | +53.8% | +7.7% |
| 6M | -17.7% | -53.4% | +35.7% | -18.2% |
| YTD | +44.6% | +6.3% | +38.3% | +42.4% |
| 1Y | +51.9% | +10.7% | +41.2% | +50.6% |
| All | +51.9% | +9.6% | +42.3% | +50.6% |
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