+40.2%
IR vs TTMI
+367.4%
-327.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | 0.0% |
| 7D | +3.7% | -19.8% | +23.5% | +7.7% |
| 30D | +7.4% | -48.1% | +55.6% | +20.0% |
| 3M | -5.9% | -51.2% | +45.3% | +5.7% |
| 6M | +5.6% | -59.6% | +65.2% | +20.6% |
| YTD | +4.8% | -3.6% | +8.4% | -6.8% |
| 1Y | +6.9% | -2.3% | +9.3% | -6.4% |
| 3Y | +27.6% | +369.4% | -341.8% | -34.0% |
| All | +40.2% | +367.4% | -327.1% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling