-72.2%
TTD vs TTMI
+171.3%
-243.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.2% | -3.7% |
| 7D | +6.3% | +5.9% | +0.5% | +6.9% |
| 30D | -23.9% | -4.3% | -19.6% | -23.9% |
| 3M | -31.4% | -32.0% | +0.7% | -32.2% |
| 6M | -42.7% | +19.5% | -62.1% | -42.2% |
| YTD | -62.0% | +82.0% | -144.0% | -62.7% |
| 1Y | -72.2% | +172.6% | -244.8% | -72.3% |
| All | -72.2% | +171.3% | -243.5% | -72.3% |
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