+14.3%
MMM vs TTMI
+5.4%
+8.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | +7.0% | -11.5% | +18.5% | +7.2% |
| 30D | +18.4% | -40.3% | +58.7% | +20.5% |
| 3M | +4.5% | -44.5% | +49.0% | +6.6% |
| 6M | +33.4% | -54.1% | +87.5% | +36.7% |
| YTD | +20.0% | +4.7% | +15.3% | +16.0% |
| All | +14.3% | +5.4% | +8.9% | +10.6% |
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