+172.6%
TTMI vs AU
+100.5%
+72.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.2% | +9.7% |
| 7D | +5.9% | -3.6% | +9.5% | +7.2% |
| 30D | -4.3% | +23.9% | -28.2% | -14.0% |
| 3M | -32.0% | +19.1% | -51.1% | -38.4% |
| 6M | +19.5% | -0.2% | +19.6% | +14.4% |
| YTD | +82.0% | +32.5% | +49.6% | +52.6% |
| 1Y | +172.6% | +96.9% | +75.7% | +98.5% |
| All | +172.6% | +100.5% | +72.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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