+172.6%
TTMI vs AR
+22.7%
+150.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +8.8% |
| 7D | +5.9% | +2.5% | +3.4% | +5.9% |
| 30D | -4.3% | +14.8% | -19.1% | -4.1% |
| 3M | -32.0% | +6.2% | -38.3% | -31.4% |
| 6M | +19.5% | +4.3% | +15.2% | +19.3% |
| YTD | +82.0% | +14.4% | +67.7% | +75.9% |
| 1Y | +172.6% | +21.3% | +151.3% | +158.9% |
| All | +172.6% | +22.7% | +150.0% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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