+25.3%
F vs TTMI
+170.6%
-145.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.4% |
| 7D | +1.2% | +12.2% | -11.0% | +0.4% |
| 30D | +1.2% | -5.7% | +7.0% | +1.5% |
| 3M | -5.7% | -27.5% | +21.8% | -3.2% |
| 6M | +17.9% | +47.1% | -29.2% | +13.4% |
| YTD | +10.4% | +87.5% | -77.1% | +4.1% |
| 1Y | +25.3% | +175.2% | -149.9% | +15.7% |
| All | +25.3% | +170.6% | -145.3% | +15.7% |
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