-26.4%
NOW vs TTMI
+364.5%
-390.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -0.9% |
| 7D | -3.0% | -19.8% | +16.8% | -1.5% |
| 30D | -26.0% | -48.1% | +22.1% | -22.8% |
| 3M | -13.1% | -51.2% | +38.1% | -9.2% |
| 6M | +14.5% | -59.6% | +74.1% | +19.6% |
| YTD | -33.4% | -3.6% | -29.8% | -44.7% |
| 1Y | -40.6% | -2.3% | -38.3% | -51.6% |
| 3Y | -16.3% | +369.4% | -385.7% | -62.1% |
| All | -26.4% | +364.5% | -390.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling