+196.3%
SE vs TTMI
+857.4%
-661.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.7% |
| 7D | +0.6% | +12.2% | -11.6% | -1.0% |
| 30D | -0.1% | -5.7% | +5.6% | +0.4% |
| 3M | +34.1% | -27.5% | +61.6% | +38.8% |
| 6M | +23.2% | +47.1% | -23.9% | +9.6% |
| YTD | -11.2% | +87.5% | -98.6% | -26.1% |
| 1Y | -40.5% | +175.2% | -215.7% | -55.7% |
| 3Y | +196.3% | +901.9% | -705.6% | +80.7% |
| All | +196.3% | +857.4% | -661.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling