-16.8%
IR vs TTMI
+17.4%
-34.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.6% | +0.3% |
| 7D | -2.8% | +5.9% | -8.7% | -3.5% |
| 30D | -15.1% | -4.3% | -10.8% | -14.9% |
| 3M | +6.1% | -32.0% | +38.1% | +11.0% |
| 6M | -16.8% | +19.5% | -36.3% | -26.2% |
| All | -16.8% | +17.4% | -34.2% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling