+10.8%
O vs TTMI
+171.3%
-160.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.6% |
| 7D | -0.7% | +5.9% | -6.6% | -0.6% |
| 30D | -1.9% | -4.3% | +2.4% | -1.9% |
| 3M | +3.8% | -32.0% | +35.9% | +3.7% |
| 6M | -4.7% | +19.5% | -24.2% | -5.6% |
| YTD | +12.5% | +82.0% | -69.6% | +11.7% |
| 1Y | +10.8% | +172.6% | -161.8% | +11.3% |
| All | +10.8% | +171.3% | -160.4% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling