-1.6%
F vs TTMI
+7.7%
-9.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.3% | -12.6% | +0.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.7% |
| 30D | +2.9% | -37.7% | +40.6% | +4.7% |
| 3M | -9.5% | -45.1% | +35.6% | -7.3% |
| 6M | +4.0% | -52.1% | +56.1% | +7.8% |
| YTD | -1.3% | +9.2% | -10.4% | -4.1% |
| All | -1.6% | +7.7% | -9.3% | -5.0% |
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