-46.2%
SE vs TTMI
+6.4%
-52.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | -0.5% | +11.4% | -11.9% | -1.2% |
| 30D | -20.9% | -28.3% | +7.4% | -19.9% |
| 3M | -38.9% | -46.7% | +7.8% | -37.2% |
| 6M | -19.4% | -56.1% | +36.7% | -16.7% |
| YTD | -40.9% | +7.4% | -48.3% | -46.3% |
| 1Y | -46.2% | +17.4% | -63.6% | -52.7% |
| All | -46.2% | +6.4% | -52.5% | -52.7% |
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