+17.4%
TTMI vs AS
-3.7%
+21.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +11.4% | -4.9% | +16.2% | +13.7% |
| 30D | -28.3% | +3.9% | -32.2% | -29.5% |
| 3M | -46.7% | -9.6% | -37.1% | -44.8% |
| 6M | -56.1% | -8.7% | -47.5% | -55.9% |
| YTD | +7.4% | -19.8% | +27.2% | +10.4% |
| 1Y | +17.4% | -1.5% | +18.9% | +11.7% |
| All | +17.4% | -3.7% | +21.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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