+160.4%
MS vs TTMI
+355.9%
-195.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -1.8% |
| 7D | -1.6% | -19.8% | +18.3% | +2.0% |
| 30D | -3.8% | -48.1% | +44.3% | +6.8% |
| 3M | -14.6% | -51.2% | +36.6% | -4.6% |
| 6M | -5.1% | -59.6% | +54.5% | +8.0% |
| YTD | +4.5% | -3.6% | +8.1% | -6.8% |
| 1Y | +13.5% | -2.3% | +15.9% | -0.3% |
| 3Y | +160.4% | +369.4% | -209.0% | +25.7% |
| All | +160.4% | +355.9% | -195.5% | +25.7% |
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