+10.8%
EW vs TTMI
+151.8%
-140.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -3.4% | +6.0% | -9.4% | -3.6% |
| 30D | -7.4% | -6.4% | -0.9% | -7.2% |
| 3M | +0.9% | -28.9% | +29.8% | +1.8% |
| 6M | +1.2% | +26.9% | -25.7% | -2.5% |
| YTD | +1.8% | +77.3% | -75.5% | -2.7% |
| 1Y | +10.8% | +147.5% | -136.7% | +8.6% |
| All | +10.8% | +151.8% | -140.9% | +8.6% |
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