+67.0%
MAR vs TTMI
+859.5%
-792.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.3% |
| 7D | -0.5% | +7.5% | -8.0% | -1.4% |
| 30D | -4.7% | -4.5% | -0.2% | -4.4% |
| 3M | -15.6% | -28.5% | +12.9% | -13.0% |
| 6M | +1.2% | +28.4% | -27.1% | -5.8% |
| YTD | +7.5% | +80.1% | -72.6% | -7.3% |
| 1Y | +26.6% | +161.0% | -134.4% | -2.4% |
| All | +67.0% | +859.5% | -792.5% | -5.7% |
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