+4.6%
F vs TTMI
-59.7%
+64.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.6% | -0.8% |
| 7D | +1.6% | -19.8% | +21.4% | +1.7% |
| 30D | +2.6% | -48.1% | +50.8% | +4.3% |
| 3M | -8.8% | -51.2% | +42.4% | -7.1% |
| 6M | +4.6% | -59.6% | +64.2% | +10.0% |
| All | +4.6% | -59.7% | +64.3% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling