+5.1%
EXC vs TTMI
+164.8%
-159.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.7% |
| 7D | +0.3% | +7.5% | -7.2% | +0.6% |
| 30D | -0.9% | -4.5% | +3.6% | -0.9% |
| 3M | -2.7% | -28.5% | +25.9% | -3.3% |
| 6M | -9.4% | +28.4% | -37.7% | -9.2% |
| YTD | +3.0% | +80.1% | -77.0% | +4.2% |
| 1Y | +5.1% | +161.0% | -155.9% | +9.5% |
| All | +5.1% | +164.8% | -159.6% | +9.5% |
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