-19.1%
TE vs TTMI
+859.5%
-878.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +1.0% | -0.4% |
| 7D | +15.0% | +7.5% | +7.5% | +9.4% |
| 30D | -7.5% | -4.5% | -3.1% | -6.3% |
| 3M | -42.0% | -28.5% | -13.4% | -28.4% |
| 6M | -31.4% | +28.4% | -59.8% | -45.7% |
| YTD | -26.5% | +80.1% | -106.6% | -55.7% |
| 1Y | +153.1% | +161.0% | -7.9% | +6.8% |
| All | -19.1% | +859.5% | -878.6% | -87.6% |
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