-59.6%
TTMI vs AR
-4.6%
-55.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +6.8% |
| 7D | -19.8% | -14.3% | -5.6% | -22.4% |
| 30D | -48.1% | +1.4% | -49.6% | -46.3% |
| 3M | -51.2% | +3.4% | -54.6% | -48.9% |
| 6M | -59.6% | -2.1% | -57.5% | -57.0% |
| All | -59.6% | -4.6% | -55.0% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling