+1,449.6%
NET vs TTMI
+912.1%
+537.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -4.5% |
| 7D | -7.0% | +5.9% | -12.8% | -8.6% |
| 30D | -4.8% | -4.3% | -0.5% | -4.2% |
| 3M | +3.8% | -32.0% | +35.9% | +12.7% |
| 6M | +50.0% | +19.5% | +30.6% | +29.3% |
| YTD | +41.5% | +82.0% | -40.6% | +1.0% |
| 1Y | +32.8% | +172.6% | -139.8% | -21.0% |
| 3Y | +335.9% | +744.7% | -408.8% | +53.7% |
| 5Y | +113.8% | +805.6% | -691.7% | -27.7% |
| All | +1,449.6% | +912.1% | +537.5% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling