+53.1%
RGTI vs TTMI
+714.5%
-661.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | -0.1% | +6.0% | -6.2% | -3.8% |
| 30D | -16.2% | -6.4% | -9.8% | -14.0% |
| 3M | -22.0% | -28.9% | +6.9% | -7.5% |
| 6M | -10.8% | +26.9% | -37.6% | -25.8% |
| YTD | -31.6% | +77.3% | -108.9% | -56.1% |
| 1Y | -6.4% | +147.5% | -153.9% | -52.6% |
| 3Y | +665.7% | +847.6% | -182.0% | +51.6% |
| 5Y | +55.6% | +802.2% | -746.6% | -66.4% |
| All | +53.1% | +714.5% | -661.4% | -66.9% |
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