-16.4%
PINS vs TTMI
+831.8%
-848.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -4.6% |
| 7D | -12.0% | +5.9% | -17.9% | -13.5% |
| 30D | -12.7% | -4.3% | -8.4% | -12.5% |
| 3M | -5.5% | -32.0% | +26.5% | +1.5% |
| 6M | +5.3% | +19.5% | -14.2% | -10.7% |
| YTD | -21.2% | +82.0% | -103.2% | -44.4% |
| 1Y | -45.0% | +172.6% | -217.7% | -68.7% |
| 3Y | -26.2% | +744.7% | -770.9% | -77.0% |
| 5Y | -64.0% | +805.6% | -869.5% | -89.8% |
| All | -16.4% | +831.8% | -848.1% | -69.9% |
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