+78.5%
SPY vs TTMI
+857.4%
-779.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | +0.5% | +12.2% | -11.6% | -1.0% |
| 30D | -0.9% | -5.7% | +4.8% | -0.5% |
| 3M | +3.9% | -27.5% | +31.4% | +7.2% |
| 6M | +14.5% | +47.1% | -32.6% | +4.8% |
| YTD | +12.9% | +87.5% | -74.5% | -2.0% |
| 1Y | +19.4% | +175.2% | -155.9% | -5.3% |
| 3Y | +78.5% | +901.9% | -823.5% | +6.9% |
| All | +78.5% | +857.4% | -779.0% | +6.9% |
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