+251.0%
SPOT vs TTMI
+728.9%
-477.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.4% |
| 7D | -6.5% | +7.5% | -14.0% | -7.8% |
| 30D | +2.2% | -4.5% | +6.7% | +2.3% |
| 3M | +5.4% | -28.5% | +33.9% | +9.4% |
| 6M | -4.0% | +28.4% | -32.4% | -13.9% |
| YTD | -9.9% | +80.1% | -90.0% | -27.5% |
| 1Y | -27.3% | +161.0% | -188.3% | -48.2% |
| 3Y | +236.4% | +862.4% | -626.0% | +51.9% |
| 5Y | +112.6% | +812.9% | -700.3% | -4.3% |
| All | +251.0% | +728.9% | -477.9% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling