-49.4%
FIX vs TTMI
-59.7%
+10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.9% | -1.4% | +2.2% |
| 7D | -17.5% | -19.8% | +2.4% | -8.3% |
| 30D | -41.6% | -48.1% | +6.6% | -22.8% |
| 3M | -40.6% | -51.2% | +10.6% | -19.5% |
| 6M | -49.4% | -59.6% | +10.2% | -25.3% |
| All | -49.4% | -59.7% | +10.3% | -25.3% |
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 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