+43.5%
F vs TTMI
+355.9%
-312.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.6% | -1.4% |
| 7D | +1.6% | -19.8% | +21.4% | +3.4% |
| 30D | +2.6% | -48.1% | +50.8% | +8.9% |
| 3M | -8.8% | -51.2% | +42.4% | -2.9% |
| 6M | +4.6% | -59.6% | +64.2% | +13.3% |
| YTD | -1.9% | -3.6% | +1.7% | -10.4% |
| 1Y | -0.8% | -2.3% | +1.6% | -10.4% |
| 3Y | +43.5% | +369.4% | -325.9% | -23.6% |
| All | +43.5% | +355.9% | -312.4% | -23.6% |
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