+327.1%
NET vs TTMI
+746.9%
-419.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -3.8% |
| 7D | -7.0% | +5.9% | -12.8% | -8.1% |
| 30D | -4.8% | -4.3% | -0.5% | -4.3% |
| 3M | +3.8% | -32.0% | +35.9% | +10.2% |
| 6M | +50.0% | +19.5% | +30.6% | +33.0% |
| YTD | +41.5% | +82.0% | -40.6% | +5.4% |
| 1Y | +32.8% | +172.6% | -139.8% | -17.2% |
| All | +327.1% | +746.9% | -419.9% | +69.3% |
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 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