+3.4%
EXC vs TTMI
+171.3%
-167.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -1.7% |
| 7D | -0.7% | +5.9% | -6.5% | -0.4% |
| 30D | -4.6% | -4.3% | -0.3% | -4.7% |
| 3M | -2.2% | -32.0% | +29.8% | -2.9% |
| 6M | -10.6% | +19.5% | -30.0% | -10.4% |
| YTD | +1.9% | +82.0% | -80.1% | +3.0% |
| 1Y | +3.4% | +172.6% | -169.2% | +5.7% |
| All | +3.4% | +171.3% | -167.9% | +5.7% |
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