+2,215.4%
MAR vs TTMI
+504.4%
+1,711.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.4% |
| 7D | -4.2% | +5.9% | -10.0% | -5.2% |
| 30D | -6.7% | -4.3% | -2.4% | -6.4% |
| 3M | -12.5% | -32.0% | +19.6% | -8.3% |
| 6M | +0.6% | +19.5% | -18.9% | -6.4% |
| YTD | +9.1% | +82.0% | -72.9% | -7.3% |
| 1Y | +26.2% | +172.6% | -146.4% | -2.4% |
| 3Y | +68.2% | +744.7% | -676.5% | +2.5% |
| 5Y | +163.9% | +805.6% | -641.6% | +56.0% |
| 10Y | +420.6% | +1,057.6% | -637.0% | +184.9% |
| All | +2,215.4% | +504.4% | +1,711.0% | +961.9% |
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 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