+24.8%
LOW vs TTMI
+421.7%
-396.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | +1.4% | +11.4% | -10.0% | +1.1% |
| 30D | +21.7% | -28.3% | +50.0% | +22.6% |
| 3M | +5.0% | -46.7% | +51.7% | +7.3% |
| 6M | +4.6% | -56.1% | +60.7% | +7.6% |
| YTD | -3.5% | +7.4% | -10.9% | -10.7% |
| 1Y | +0.5% | +17.4% | -16.9% | -8.3% |
| 3Y | +24.8% | +429.1% | -404.3% | -20.1% |
| All | +24.8% | +421.7% | -396.9% | -20.1% |
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