+172.6%
TTMI vs AUR
+11.8%
+160.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | +8.7% | -2.9% | +2.0% |
| 30D | -4.3% | -5.2% | +0.9% | -2.3% |
| 3M | -32.0% | -7.3% | -24.7% | -30.2% |
| 6M | +19.5% | +41.2% | -21.7% | -0.6% |
| YTD | +82.0% | +65.1% | +16.9% | +38.2% |
| 1Y | +172.6% | +13.4% | +159.2% | +145.5% |
| All | +172.6% | +11.8% | +160.8% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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