-4.9%
EQT vs TTMI
+9.6%
-14.5%
-28.1%
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% | -3.1% |
| 7D | -6.6% | -19.2% | +12.6% | -6.4% |
| 30D | +2.7% | -44.9% | +47.6% | +3.2% |
| 3M | -0.2% | -44.7% | +44.6% | +0.2% |
| 6M | -10.6% | -53.4% | +42.8% | -10.4% |
| YTD | -1.2% | +6.3% | -7.5% | -3.4% |
| 1Y | -4.9% | +10.7% | -15.5% | -7.5% |
| All | -4.9% | +9.6% | -14.5% | -7.5% |
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