+62.0%
EW vs TTMI
+419.6%
-357.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | +9.3% | -11.5% | +20.8% | +9.7% |
| 30D | +22.1% | -40.3% | +62.4% | +24.6% |
| 3M | +13.0% | -44.5% | +57.5% | +15.6% |
| 6M | +30.1% | -54.1% | +84.2% | +33.4% |
| YTD | +22.0% | +4.7% | +17.3% | +15.2% |
| 1Y | +23.7% | +3.3% | +20.4% | +16.5% |
| 3Y | +62.0% | +407.2% | -345.2% | +23.8% |
| All | +62.0% | +419.6% | -357.7% | +23.8% |
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