+10.7%
TTMI vs ALL
+42.7%
-32.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.9% | -13.0% | -6.0% |
| 7D | -19.2% | +7.5% | -26.7% | -9.7% |
| 30D | -44.9% | +19.7% | -64.6% | -28.0% |
| 3M | -44.7% | +2.9% | -47.6% | -39.6% |
| 6M | -53.4% | +23.5% | -76.9% | -34.7% |
| YTD | +6.3% | +31.1% | -24.8% | +63.1% |
| 1Y | +10.7% | +40.5% | -29.8% | +73.4% |
| All | +10.7% | +42.7% | -32.0% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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