+101.6%
PSX vs TTMI
+155.3%
-53.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +15.6% | -8.4% | +24.1% | +15.4% |
| 3M | +46.5% | -32.5% | +78.9% | +45.2% |
| 6M | +55.0% | +32.5% | +22.5% | +55.5% |
| YTD | +105.3% | +83.2% | +22.0% | +104.9% |
| 1Y | +101.6% | +161.7% | -60.1% | +97.8% |
| All | +101.6% | +155.3% | -53.7% | +97.8% |
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