+291.3%
IR vs TTMI
+661.2%
-369.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.6% | -1.0% |
| 7D | -2.8% | +5.9% | -8.7% | -4.3% |
| 30D | -15.1% | -4.3% | -10.8% | -14.8% |
| 3M | +6.1% | -32.0% | +38.1% | +14.1% |
| 6M | -16.8% | +19.5% | -36.3% | -25.7% |
| YTD | -3.5% | +82.0% | -85.6% | -25.6% |
| 1Y | -3.5% | +172.6% | -176.1% | -36.4% |
| 3Y | +9.5% | +744.7% | -735.2% | -52.9% |
| 5Y | +45.1% | +805.6% | -760.5% | -41.7% |
| All | +291.3% | +661.2% | -369.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling