+161.7%
TTMI vs AU
+72.0%
+89.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.2% |
| 7D | +0.7% | -4.3% | +4.9% | +2.3% |
| 30D | -8.4% | +7.3% | -15.8% | -12.4% |
| 3M | -32.5% | +26.3% | -58.8% | -40.6% |
| 6M | +32.5% | +1.8% | +30.7% | +25.7% |
| YTD | +83.2% | +26.8% | +56.4% | +55.7% |
| 1Y | +161.7% | +66.7% | +95.0% | +95.1% |
| All | +161.7% | +72.0% | +89.7% | +95.1% |
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