+39.4%
GM vs TTMI
+9.6%
+29.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.1% | +14.7% | +4.9% |
| 7D | +12.1% | -19.2% | +31.2% | +12.7% |
| 30D | +15.2% | -44.9% | +60.1% | +17.5% |
| 3M | +4.9% | -44.7% | +49.6% | +6.8% |
| 6M | +22.6% | -53.4% | +76.0% | +26.1% |
| YTD | +14.4% | +6.3% | +8.1% | +12.0% |
| 1Y | +39.4% | +10.7% | +28.7% | +35.5% |
| All | +39.4% | +9.6% | +29.8% | +35.5% |
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