+25.8%
TMO vs TTMI
+171.3%
-145.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.8% |
| 7D | -1.4% | +5.9% | -7.2% | -1.4% |
| 30D | +6.2% | -4.3% | +10.5% | +6.2% |
| 3M | +27.5% | -32.0% | +59.5% | +28.4% |
| 6M | +20.0% | +19.5% | +0.5% | +15.3% |
| YTD | +6.1% | +82.0% | -75.9% | -0.7% |
| 1Y | +25.8% | +172.6% | -146.8% | +14.1% |
| All | +25.8% | +171.3% | -145.4% | +14.1% |
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