+20.0%
SPY vs TTMI
+171.3%
-151.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -1.1% |
| 7D | +0.1% | +5.9% | -5.7% | -0.4% |
| 30D | +0.1% | -4.3% | +4.4% | +0.2% |
| 3M | +2.0% | -32.0% | +34.0% | +4.6% |
| 6M | +13.0% | +19.5% | -6.4% | +9.1% |
| YTD | +13.5% | +82.0% | -68.5% | +5.2% |
| 1Y | +20.0% | +172.6% | -152.7% | +8.2% |
| All | +20.0% | +171.3% | -151.3% | +8.2% |
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