-48.5%
TE vs TTMI
+755.5%
-804.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.0% | +7.0% | +8.5% |
| 7D | +18.2% | +12.2% | +6.1% | +11.3% |
| 30D | -13.5% | -5.7% | -7.8% | -11.7% |
| 3M | -44.6% | -27.5% | -17.1% | -34.8% |
| 6M | -24.7% | +47.1% | -71.8% | -39.8% |
| YTD | -24.3% | +87.5% | -111.7% | -46.8% |
| 1Y | +155.6% | +175.2% | -19.7% | +45.0% |
| 3Y | -18.3% | +901.9% | -920.2% | -72.8% |
| 5Y | -41.3% | +843.5% | -884.8% | -80.2% |
| All | -48.5% | +755.5% | -804.0% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling