+16.0%
TTMI vs AS
+2.8%
+13.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.4% | +11.4% | +10.0% |
| 7D | +7.2% | -3.0% | +10.3% | +8.8% |
| 30D | -28.7% | +9.6% | -38.2% | -31.5% |
| 3M | -39.8% | -8.2% | -31.6% | -37.9% |
| 6M | -51.7% | -9.9% | -41.8% | -50.7% |
| YTD | +14.1% | -16.8% | +30.8% | +16.1% |
| 1Y | +16.0% | +3.0% | +13.0% | +6.2% |
| All | +16.0% | +2.8% | +13.2% | +6.2% |
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