+199.8%
TER vs TTMI
+171.3%
+28.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.8% | -3.4% | -0.2% |
| 7D | +0.6% | +5.9% | -5.3% | -3.1% |
| 30D | -8.3% | -4.3% | -4.0% | -6.1% |
| 3M | -12.2% | -32.0% | +19.8% | +11.9% |
| 6M | +17.0% | +19.5% | -2.4% | +9.5% |
| YTD | +84.6% | +82.0% | +2.6% | +40.0% |
| 1Y | +199.8% | +172.6% | +27.2% | +71.4% |
| All | +199.8% | +171.3% | +28.5% | +71.4% |
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