+172.6%
TTMI vs ALL
+28.3%
+144.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +7.3% |
| 7D | +5.9% | 0.0% | +5.8% | +6.0% |
| 30D | -4.3% | -1.5% | -2.8% | -5.5% |
| 3M | -32.0% | +23.6% | -55.7% | -13.3% |
| 6M | +19.5% | +22.3% | -2.9% | +51.5% |
| YTD | +82.0% | +26.5% | +55.5% | +142.6% |
| 1Y | +172.6% | +27.0% | +145.6% | +276.1% |
| All | +172.6% | +28.3% | +144.3% | +276.1% |
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