-53.7%
SMR vs TTMI
+491.7%
-545.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.0% |
| 7D | -8.3% | +11.4% | -19.6% | -13.1% |
| 30D | -20.1% | -28.3% | +8.2% | -10.2% |
| 3M | -52.7% | -46.7% | -6.0% | -39.7% |
| 6M | -61.0% | -56.1% | -4.9% | -46.1% |
| YTD | -67.1% | +7.4% | -74.5% | -72.6% |
| 1Y | -79.9% | +17.4% | -97.3% | -84.0% |
| 3Y | +101.7% | +429.1% | -327.4% | -19.7% |
| All | -53.7% | +491.7% | -545.4% | -81.9% |
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