+212.3%
TTMI vs A
+495.6%
-283.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.4% |
| 7D | -11.5% | +1.4% | -12.9% | -11.8% |
| 30D | -40.3% | +4.3% | -44.6% | -41.2% |
| 3M | -44.5% | +19.8% | -64.3% | -49.9% |
| 6M | -54.1% | +54.4% | -108.5% | -65.2% |
| YTD | +4.7% | +31.7% | -27.0% | -13.1% |
| 1Y | +3.3% | +22.4% | -19.1% | -10.1% |
| 3Y | +407.2% | +67.7% | +339.5% | +254.4% |
| 5Y | +406.5% | +15.7% | +390.8% | +330.2% |
| 10Y | +420.4% | +308.7% | +111.7% | +94.5% |
| All | +212.3% | +495.6% | -283.3% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling