+113.9%
SOXX vs TTMI
+171.3%
-57.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | 0.0% |
| 7D | +2.2% | +5.9% | -3.6% | -0.2% |
| 30D | -2.0% | -4.3% | +2.3% | -0.9% |
| 3M | -13.7% | -32.0% | +18.3% | -1.1% |
| 6M | +52.4% | +19.5% | +32.9% | +44.8% |
| YTD | +72.8% | +82.0% | -9.2% | +43.4% |
| 1Y | +113.9% | +172.6% | -58.7% | +56.7% |
| All | +113.9% | +171.3% | -57.4% | +56.7% |
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