+379.4%
TTD vs TTMI
+1,016.4%
-637.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.2% | -6.9% |
| 7D | +6.3% | +5.9% | +0.5% | +4.3% |
| 30D | -23.9% | -4.3% | -19.6% | -23.8% |
| 3M | -31.4% | -32.0% | +0.7% | -26.1% |
| 6M | -42.7% | +19.5% | -62.1% | -52.0% |
| YTD | -62.0% | +82.0% | -144.0% | -74.0% |
| 1Y | -72.2% | +172.6% | -244.8% | -84.7% |
| 3Y | -81.9% | +744.7% | -826.6% | -94.6% |
| 5Y | -81.5% | +805.6% | -887.1% | -94.8% |
| All | +379.4% | +1,016.4% | -637.0% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling