+172.6%
TTMI vs A
+21.7%
+151.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.7% |
| 7D | +5.9% | -1.9% | +7.8% | +6.5% |
| 30D | -4.3% | +6.9% | -11.2% | -6.3% |
| 3M | -32.0% | +9.2% | -41.3% | -34.1% |
| 6M | +19.5% | +25.7% | -6.2% | +9.2% |
| YTD | +82.0% | +11.5% | +70.5% | +75.8% |
| 1Y | +172.6% | +18.4% | +154.3% | +167.3% |
| All | +172.6% | +21.7% | +151.0% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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