+233.5%
SPOT vs TTMI
+876.4%
-642.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.6% |
| 7D | -3.1% | +0.7% | -3.7% | -3.1% |
| 30D | +7.4% | -8.4% | +15.8% | +7.7% |
| 3M | +8.2% | -32.5% | +40.6% | +10.4% |
| 6M | +2.2% | +32.5% | -30.3% | -2.0% |
| YTD | -9.5% | +83.2% | -92.7% | -17.4% |
| 1Y | -23.8% | +161.7% | -185.5% | -34.6% |
| 3Y | +233.5% | +890.1% | -656.7% | +121.1% |
| All | +233.5% | +876.4% | -642.9% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling