+30.0%
IR vs TTMI
+433.5%
-403.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.3% | -8.6% | +2.6% |
| 7D | +5.0% | -1.6% | +6.6% | +4.9% |
| 30D | +10.3% | -37.7% | +48.1% | +17.3% |
| 3M | -0.1% | -45.1% | +45.0% | +7.8% |
| 6M | +14.8% | -52.1% | +66.9% | +24.3% |
| YTD | +9.7% | +9.2% | +0.6% | -3.1% |
| 1Y | +12.2% | +12.9% | -0.7% | -2.7% |
| 3Y | +30.0% | +445.5% | -415.5% | -28.3% |
| All | +30.0% | +433.5% | -403.5% | -28.3% |
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 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