+14.5%
FIX vs TTMI
+7.7%
+6.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +13.3% | -3.9% | +3.2% |
| 7D | -7.2% | -1.6% | -5.6% | -6.1% |
| 30D | -35.1% | -37.7% | +2.6% | -21.7% |
| 3M | -34.3% | -45.1% | +10.8% | -16.7% |
| 6M | -42.9% | -52.1% | +9.2% | -24.7% |
| YTD | +19.5% | +9.2% | +10.3% | +4.5% |
| All | +14.5% | +7.7% | +6.8% | -0.2% |
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