+29.7%
PM vs TTMI
+14.9%
+14.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.0% | -7.9% | +1.6% |
| 7D | -7.1% | +7.2% | -14.3% | -6.6% |
| 30D | -2.8% | -28.7% | +25.9% | -4.1% |
| 3M | +6.3% | -39.8% | +46.1% | +4.3% |
| 6M | +9.6% | -51.7% | +61.4% | +7.2% |
| YTD | +25.6% | +14.1% | +11.5% | +22.2% |
| 1Y | +29.7% | +16.0% | +13.7% | +25.9% |
| All | +29.7% | +14.9% | +14.8% | +25.9% |
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 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