+10.7%
TTMI vs AA
+13.9%
-3.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.8% | -12.9% | -11.3% |
| 7D | -19.2% | +0.9% | -20.1% | -19.6% |
| 30D | -44.9% | -6.4% | -38.4% | -43.1% |
| 3M | -44.7% | -13.0% | -31.8% | -42.0% |
| 6M | -53.4% | -34.6% | -18.8% | -45.8% |
| YTD | +6.3% | -23.0% | +29.4% | +6.4% |
| 1Y | +10.7% | +16.0% | -5.3% | -21.7% |
| All | +10.7% | +13.9% | -3.2% | -21.7% |
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