+1.5%
SMR vs TTMI
+877.2%
-875.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -4.8% |
| 7D | +4.7% | +6.0% | -1.3% | +1.7% |
| 30D | +3.2% | -6.4% | +9.7% | +5.4% |
| 3M | +9.9% | -28.9% | +38.8% | +27.5% |
| 6M | -15.1% | +26.9% | -42.0% | -28.2% |
| YTD | -27.9% | +77.3% | -105.3% | -50.4% |
| 1Y | -70.2% | +147.5% | -217.7% | -82.6% |
| 3Y | +72.5% | +847.6% | -775.2% | -44.1% |
| All | +1.5% | +877.2% | -875.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling