+28.7%
O vs TTMI
+859.5%
-830.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.5% |
| 7D | -2.3% | +7.5% | -9.7% | -2.3% |
| 30D | -2.4% | -4.5% | +2.0% | -2.4% |
| 3M | -0.6% | -28.5% | +27.9% | -0.4% |
| 6M | -5.0% | +28.4% | -33.4% | -6.3% |
| YTD | +10.4% | +80.1% | -69.7% | +7.9% |
| 1Y | +6.6% | +161.0% | -154.5% | +2.7% |
| All | +28.7% | +859.5% | -830.7% | +4.0% |
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