+20.9%
MS vs TTMI
+9.6%
+11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.1% | +14.3% | +5.3% |
| 7D | +2.6% | -19.2% | +21.8% | +5.0% |
| 30D | +2.6% | -44.9% | +47.5% | +9.1% |
| 3M | -10.1% | -44.7% | +34.7% | -4.8% |
| 6M | +4.4% | -53.4% | +57.8% | +11.4% |
| YTD | +11.7% | +6.3% | +5.4% | +6.8% |
| 1Y | +20.9% | +10.7% | +10.3% | +13.9% |
| All | +20.9% | +9.6% | +11.3% | +13.9% |
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