-10.0%
LOW vs TTMI
+844.7%
-854.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -2.6% | +6.0% | -8.7% | -3.0% |
| 30D | -11.1% | -6.4% | -4.7% | -10.9% |
| 3M | -8.5% | -28.9% | +20.4% | -6.7% |
| 6M | -20.8% | +26.9% | -47.7% | -24.8% |
| YTD | -17.2% | +77.3% | -94.5% | -24.9% |
| 1Y | -24.7% | +147.5% | -172.2% | -35.7% |
| All | -10.0% | +844.7% | -854.7% | -42.0% |
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