-40.9%
SE vs TTMI
+171.3%
-212.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.4% |
| 7D | -6.1% | +5.9% | -11.9% | -6.4% |
| 30D | -2.5% | -4.3% | +1.9% | -2.3% |
| 3M | +21.7% | -32.0% | +53.8% | +24.7% |
| 6M | +27.0% | +19.5% | +7.5% | +19.7% |
| YTD | -12.1% | +82.0% | -94.2% | -21.5% |
| 1Y | -40.9% | +172.6% | -213.5% | -46.8% |
| All | -40.9% | +171.3% | -212.2% | -46.8% |
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