+108.2%
T vs TTMI
+857.4%
-749.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.2% |
| 7D | -1.5% | +12.2% | -13.7% | -0.9% |
| 30D | +7.6% | -5.7% | +13.3% | +7.5% |
| 3M | +15.3% | -27.5% | +42.8% | +14.4% |
| 6M | -8.5% | +47.1% | -55.6% | -6.3% |
| YTD | +6.8% | +87.5% | -80.7% | +10.7% |
| 1Y | -7.2% | +175.2% | -182.5% | -2.5% |
| 3Y | +108.2% | +901.9% | -793.7% | +110.9% |
| All | +108.2% | +857.4% | -749.2% | +110.9% |
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