+79.0%
SPY vs TTMI
+454.2%
-375.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.0% | -7.6% | +0.2% |
| 7D | -0.9% | +7.2% | -8.2% | -2.0% |
| 30D | -2.4% | -28.7% | +26.3% | +0.4% |
| 3M | -1.2% | -39.8% | +38.7% | +3.3% |
| 6M | +3.3% | -51.7% | +55.0% | +9.8% |
| YTD | +12.3% | +14.1% | -1.8% | +2.1% |
| 1Y | +12.4% | +16.0% | -3.5% | +1.2% |
| All | +79.0% | +454.2% | -375.2% | +12.2% |
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 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