+10.1%
IR vs TTMI
+816.8%
-806.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.6% | -0.3% |
| 7D | -2.8% | +5.9% | -8.7% | -3.8% |
| 30D | -15.1% | -4.3% | -10.8% | -14.8% |
| 3M | +6.1% | -32.0% | +38.1% | +12.0% |
| 6M | -16.8% | +19.5% | -36.3% | -23.6% |
| YTD | -3.5% | +82.0% | -85.6% | -20.7% |
| 1Y | -3.5% | +172.6% | -176.1% | -30.7% |
| All | +10.1% | +816.8% | -806.7% | -45.2% |
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 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