-74.8%
TTD vs TTMI
+454.2%
-529.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.3% | +3.0% |
| 7D | +20.8% | +7.2% | +13.5% | +19.9% |
| 30D | +33.8% | -28.7% | +62.5% | +35.5% |
| 3M | +17.8% | -39.8% | +57.7% | +20.4% |
| 6M | -25.7% | -51.7% | +26.0% | -23.5% |
| YTD | -57.9% | +14.1% | -72.0% | -65.3% |
| 1Y | -63.8% | +16.0% | -79.8% | -70.8% |
| All | -74.8% | +454.2% | -529.0% | -90.8% |
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