-9.8%
T vs TTMI
+6.4%
-16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | -0.2% |
| 7D | +2.5% | +11.4% | -8.8% | +3.6% |
| 30D | -3.8% | -28.3% | +24.5% | -5.5% |
| 3M | -8.7% | -46.7% | +37.9% | -11.8% |
| 6M | -8.1% | -56.1% | +48.0% | -11.5% |
| YTD | -6.4% | +7.4% | -13.8% | -4.6% |
| 1Y | -9.8% | +17.4% | -27.2% | -7.3% |
| All | -9.8% | +6.4% | -16.1% | -7.3% |
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