-0.3%
SPOT vs TTMI
+9.6%
-9.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.1% | +14.7% | +3.6% |
| 7D | +16.6% | -19.2% | +35.8% | +14.4% |
| 30D | +29.9% | -44.9% | +74.8% | +25.4% |
| 3M | +31.3% | -44.7% | +76.0% | +27.1% |
| 6M | +43.2% | -53.4% | +96.6% | +38.6% |
| YTD | +8.1% | +6.3% | +1.7% | +2.3% |
| 1Y | -0.3% | +10.7% | -11.0% | -6.3% |
| All | -0.3% | +9.6% | -9.9% | -6.3% |
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