-25.7%
TTD vs TTMI
-49.8%
+24.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.3% | +4.2% |
| 7D | +20.8% | +7.2% | +13.5% | +20.6% |
| 30D | +33.8% | -28.7% | +62.5% | +27.4% |
| 3M | +17.8% | -39.8% | +57.7% | +10.1% |
| 6M | -25.7% | -51.7% | +26.0% | -32.2% |
| All | -25.7% | -49.8% | +24.0% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling