-11.5%
MP vs TTMI
+17.4%
-28.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.5% | -1.9% |
| 7D | -2.9% | +5.9% | -8.7% | -5.0% |
| 30D | +13.8% | -4.3% | +18.1% | +14.5% |
| 3M | -16.7% | -32.0% | +15.4% | -6.8% |
| 6M | -11.5% | +19.5% | -31.0% | -21.3% |
| All | -11.5% | +17.4% | -28.8% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling