+229.2%
TER vs TTMI
+155.3%
+73.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +0.4% |
| 7D | +6.4% | +0.7% | +5.7% | +5.8% |
| 30D | -5.7% | -8.4% | +2.8% | -0.7% |
| 3M | -0.4% | -32.5% | +32.1% | +26.9% |
| 6M | +25.8% | +32.5% | -6.6% | +11.9% |
| YTD | +96.4% | +83.2% | +13.2% | +48.2% |
| 1Y | +229.2% | +161.7% | +67.6% | +90.4% |
| All | +229.2% | +155.3% | +73.9% | +90.4% |
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