-4.0%
SPOT vs TTMI
+43.8%
-47.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -1.3% |
| 7D | -6.5% | +7.5% | -14.0% | -6.1% |
| 30D | +2.2% | -4.5% | +6.7% | +2.1% |
| 3M | +5.4% | -28.5% | +33.9% | +5.8% |
| 6M | -4.0% | +28.4% | -32.4% | -8.6% |
| All | -4.0% | +43.8% | -47.8% | -8.6% |
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