-83.3%
TTD vs TTMI
+857.4%
-940.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.1% |
| 7D | +1.7% | +12.2% | -10.4% | +0.5% |
| 30D | +1.6% | -5.7% | +7.3% | +2.0% |
| 3M | -27.8% | -27.5% | -0.4% | -25.9% |
| 6M | -52.1% | +47.1% | -99.3% | -57.7% |
| YTD | -63.1% | +87.5% | -150.5% | -70.5% |
| 1Y | -73.1% | +175.2% | -248.3% | -81.7% |
| 3Y | -83.3% | +901.9% | -985.2% | -93.5% |
| All | -83.3% | +857.4% | -940.7% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling