-25.8%
TE vs TTMI
+9.6%
-35.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -10.1% | +6.6% | +1.8% |
| 7D | +3.8% | -19.2% | +23.0% | +15.8% |
| 30D | -26.2% | -44.9% | +18.7% | -1.6% |
| 3M | -49.7% | -44.7% | -5.0% | -34.1% |
| 6M | -46.5% | -53.4% | +6.9% | -22.0% |
| YTD | -59.1% | +6.3% | -65.5% | -64.7% |
| 1Y | -25.8% | +10.7% | -36.5% | -38.9% |
| All | -25.8% | +9.6% | -35.4% | -38.9% |
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