+49.9%
TRV vs TTMI
+9.6%
+40.2%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.1% | +13.6% | +2.8% |
| 7D | +3.9% | -19.2% | +23.0% | +2.5% |
| 30D | +13.5% | -44.9% | +58.3% | +9.8% |
| 3M | +8.9% | -44.7% | +53.6% | +5.6% |
| 6M | +36.8% | -53.4% | +90.2% | +31.8% |
| YTD | +42.7% | +6.3% | +36.3% | +44.1% |
| 1Y | +49.9% | +10.7% | +39.2% | +51.2% |
| All | +49.9% | +9.6% | +40.2% | +51.2% |
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