-9.1%
T vs TTMI
+171.3%
-180.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.8% | -1.3% |
| 7D | -1.3% | +5.9% | -7.1% | -0.8% |
| 30D | +11.4% | -4.3% | +15.7% | +11.3% |
| 3M | +14.3% | -32.0% | +46.3% | +12.7% |
| 6M | -9.3% | +19.5% | -28.7% | -7.4% |
| YTD | +7.1% | +82.0% | -74.9% | +12.7% |
| 1Y | -9.1% | +172.6% | -181.7% | -1.2% |
| All | -9.1% | +171.3% | -180.4% | -1.2% |
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