+26.2%
MAR vs TTMI
+171.3%
-145.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | 0.0% |
| 7D | -4.2% | +5.9% | -10.0% | -4.2% |
| 30D | -6.7% | -4.3% | -2.4% | -6.6% |
| 3M | -12.5% | -32.0% | +19.6% | -11.6% |
| 6M | +0.6% | +19.5% | -18.9% | -0.8% |
| YTD | +9.1% | +82.0% | -72.9% | +8.4% |
| 1Y | +26.2% | +172.6% | -146.4% | +26.9% |
| All | +26.2% | +171.3% | -145.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling