+17.4%
TTMI vs ADM
+29.6%
-12.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -2.9% |
| 7D | +11.4% | +4.2% | +7.2% | +11.3% |
| 30D | -28.3% | -12.8% | -15.5% | -28.0% |
| 3M | -46.7% | -8.5% | -38.2% | -47.0% |
| 6M | -56.1% | -10.9% | -45.2% | -55.6% |
| YTD | +7.4% | +29.4% | -22.1% | -2.0% |
| 1Y | +17.4% | +27.5% | -10.1% | +8.9% |
| All | +17.4% | +29.6% | -12.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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