+72.1%
MA vs TTMI
+355.9%
-283.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -0.3% |
| 7D | +2.3% | -19.8% | +22.1% | +1.8% |
| 30D | +14.7% | -48.1% | +62.8% | +13.4% |
| 3M | +13.5% | -51.2% | +64.7% | +12.3% |
| 6M | +33.1% | -59.6% | +92.7% | +31.1% |
| YTD | +15.1% | -3.6% | +18.7% | +9.2% |
| 1Y | +18.7% | -2.3% | +21.1% | +12.4% |
| 3Y | +72.1% | +369.4% | -297.3% | +39.3% |
| All | +72.1% | +355.9% | -283.8% | +39.3% |
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