+172.6%
TTMI vs AA
+63.2%
+109.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +9.6% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | -4.3% | +5.0% | -9.3% | -6.9% |
| 3M | -32.0% | -35.8% | +3.8% | -20.7% |
| 6M | +19.5% | -18.4% | +37.9% | +24.3% |
| YTD | +82.0% | -5.5% | +87.5% | +75.6% |
| 1Y | +172.6% | +61.0% | +111.7% | +124.5% |
| All | +172.6% | +63.2% | +109.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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