-6.4%
T vs TTMI
+9.6%
-16.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.1% | +12.2% | +1.1% |
| 7D | +5.5% | -19.2% | +24.6% | +3.6% |
| 30D | -8.9% | -44.9% | +36.0% | -12.1% |
| 3M | -5.6% | -44.7% | +39.2% | -8.6% |
| 6M | -14.3% | -53.4% | +39.1% | -17.3% |
| YTD | -7.9% | +6.3% | -14.3% | -6.6% |
| 1Y | -6.4% | +10.7% | -17.1% | -4.9% |
| All | -6.4% | +9.6% | -16.0% | -4.9% |
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 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