+2,313.1%
LOW vs TTMI
+504.4%
+1,808.7%
-60.6%
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% | -0.1% |
| 7D | -1.7% | +5.9% | -7.6% | -2.6% |
| 30D | -7.0% | -4.3% | -2.7% | -6.8% |
| 3M | -0.9% | -32.0% | +31.2% | +3.1% |
| 6M | -20.1% | +19.5% | -39.5% | -25.1% |
| YTD | -13.9% | +82.0% | -95.9% | -25.3% |
| 1Y | -21.1% | +172.6% | -193.8% | -36.9% |
| 3Y | -6.6% | +744.7% | -751.3% | -39.8% |
| 5Y | +9.4% | +805.6% | -796.2% | -31.4% |
| 10Y | +220.5% | +1,057.6% | -837.1% | +87.0% |
| All | +2,313.1% | +504.4% | +1,808.7% | +1,058.5% |
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