+179.1%
MS vs TTMI
+857.4%
-678.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.3% |
| 7D | +2.5% | +12.2% | -9.7% | 0.0% |
| 30D | 0.0% | -5.7% | +5.7% | +0.7% |
| 3M | +2.4% | -27.5% | +29.9% | +7.6% |
| 6M | +36.4% | +47.1% | -10.7% | +18.6% |
| YTD | +23.8% | +87.5% | -63.7% | -0.9% |
| 1Y | +48.6% | +175.2% | -126.6% | +2.8% |
| 3Y | +179.1% | +901.9% | -722.8% | +25.9% |
| All | +179.1% | +857.4% | -678.3% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling