-8.3%
SO vs TTMI
+17.4%
-25.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -0.6% |
| 7D | -0.2% | +5.9% | -6.0% | 0.0% |
| 30D | -4.6% | -4.3% | -0.3% | -4.6% |
| 3M | -3.0% | -32.0% | +29.0% | -3.3% |
| 6M | -8.3% | +19.5% | -27.7% | -9.5% |
| All | -8.3% | +17.4% | -25.6% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling