-0.2%
PM vs TTMI
-30.3%
+30.1%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.0% |
| 7D | +0.5% | +11.4% | -10.8% | +1.4% |
| 30D | -3.2% | -28.3% | +25.1% | -4.9% |
| All | -0.2% | -30.3% | +30.1% | -2.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling