+23.1%
F vs TTMI
+220.0%
-197.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.6% | -1.9% |
| 7D | +1.6% | -19.8% | +21.4% | +4.9% |
| 30D | +2.6% | -48.1% | +50.8% | +12.6% |
| 3M | -8.8% | -51.2% | +42.4% | +0.4% |
| 6M | +4.6% | -59.6% | +64.2% | +17.0% |
| YTD | -1.9% | -3.6% | +1.7% | -9.0% |
| 1Y | -0.8% | -2.3% | +1.6% | -8.9% |
| 3Y | +43.5% | +369.4% | -325.9% | -4.8% |
| 5Y | -12.1% | +365.4% | -377.5% | -42.6% |
| 10Y | +83.6% | +413.2% | -329.6% | +13.9% |
| All | +23.1% | +220.0% | -197.0% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling