+494.2%
FIX vs TTMI
+421.7%
+72.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | 0.0% |
| 7D | +9.4% | +11.4% | -2.0% | +3.7% |
| 30D | -27.8% | -28.3% | +0.5% | -17.4% |
| 3M | -35.6% | -46.7% | +11.1% | -16.0% |
| 6M | -45.2% | -56.1% | +10.9% | -23.5% |
| YTD | +19.5% | +7.4% | +12.1% | +1.6% |
| 1Y | +24.2% | +17.4% | +6.8% | -0.3% |
| 3Y | +494.2% | +429.1% | +65.0% | +94.6% |
| All | +494.2% | +421.7% | +72.5% | +94.6% |
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