+13.8%
FIX vs TTMI
+3.3%
+10.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +1.3% |
| 7D | -13.9% | -11.5% | -2.4% | -8.8% |
| 30D | -35.5% | -40.3% | +4.8% | -20.7% |
| 3M | -33.9% | -44.5% | +10.5% | -16.7% |
| 6M | -43.3% | -54.1% | +10.8% | -23.7% |
| YTD | +18.7% | +4.7% | +14.0% | +5.8% |
| 1Y | +13.8% | +3.3% | +10.4% | +1.1% |
| All | +13.8% | +3.3% | +10.5% | +1.1% |
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