+40.1%
MA vs TTMI
+857.4%
-817.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.4% |
| 7D | -1.8% | +12.2% | -13.9% | -1.6% |
| 30D | +1.4% | -5.7% | +7.1% | +1.4% |
| 3M | +17.7% | -27.5% | +45.2% | +17.6% |
| 6M | +9.7% | +47.1% | -37.5% | +6.6% |
| YTD | +0.5% | +87.5% | -87.0% | -3.9% |
| 1Y | -2.1% | +175.2% | -177.3% | -9.7% |
| 3Y | +40.1% | +901.9% | -861.8% | +14.7% |
| All | +40.1% | +857.4% | -817.3% | +14.7% |
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