+24.2%
IR vs TTMI
+371.0%
-346.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | +0.3% |
| 7D | +3.7% | -19.8% | +23.5% | +6.9% |
| 30D | +7.4% | -48.1% | +55.6% | +17.6% |
| 3M | -5.9% | -51.2% | +45.3% | +3.5% |
| 6M | +5.6% | -59.6% | +65.2% | +17.8% |
| YTD | +4.8% | -3.6% | +8.4% | -5.6% |
| 1Y | +6.9% | -2.3% | +9.3% | -4.9% |
| All | +24.2% | +371.0% | -346.9% | -30.0% |
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