+759.3%
TTMI vs AHR
+357.7%
+401.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | +7.5% | -4.3% | +11.8% | +8.4% |
| 30D | -4.5% | -3.1% | -1.4% | -4.0% |
| 3M | -28.5% | +15.7% | -44.2% | -32.3% |
| 6M | +28.4% | +4.1% | +24.3% | +25.6% |
| YTD | +80.1% | +15.4% | +64.6% | +70.8% |
| 1Y | +161.0% | +28.0% | +133.1% | +138.4% |
| All | +759.3% | +357.7% | +401.6% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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