+17.7%
MS vs TTMI
+6.4%
+11.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | +5.1% | +11.4% | -6.3% | +3.6% |
| 30D | +5.7% | -28.3% | +34.0% | +8.6% |
| 3M | -12.2% | -46.7% | +34.5% | -6.9% |
| 6M | -0.5% | -56.1% | +55.6% | +6.5% |
| YTD | +9.8% | +7.4% | +2.5% | +5.9% |
| 1Y | +17.7% | +17.4% | +0.3% | +11.6% |
| All | +17.7% | +6.4% | +11.4% | +11.6% |
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