+88.6%
TGT vs TTMI
+9.6%
+79.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.1% | +15.7% | +5.2% |
| 7D | +9.5% | -19.2% | +28.7% | +8.8% |
| 30D | +6.6% | -44.9% | +51.5% | +5.8% |
| 3M | +11.0% | -44.7% | +55.7% | +10.3% |
| 6M | +29.9% | -53.4% | +83.3% | +29.6% |
| YTD | +71.4% | +6.3% | +65.1% | +65.1% |
| 1Y | +88.6% | +10.7% | +77.9% | +80.9% |
| All | +88.6% | +9.6% | +79.0% | +80.9% |
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