+901.9%
TTMI vs AA
+89.1%
+812.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.6% | +1.7% |
| 7D | +12.2% | +1.7% | +10.5% | +11.4% |
| 30D | -5.7% | +3.3% | -9.1% | -7.3% |
| 3M | -27.5% | -29.4% | +1.9% | -19.0% |
| 6M | +47.1% | -12.8% | +59.9% | +50.4% |
| YTD | +87.5% | -2.1% | +89.6% | +83.0% |
| 1Y | +175.2% | +62.8% | +112.5% | +123.4% |
| 3Y | +901.9% | +90.5% | +811.5% | +642.9% |
| All | +901.9% | +89.1% | +812.8% | +642.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling