+912.9%
TTMI vs BAX
-32.5%
+945.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.7% | +3.6% |
| 7D | +12.2% | -2.4% | +14.6% | +12.6% |
| 30D | -5.7% | -9.7% | +4.0% | -4.2% |
| 3M | -27.5% | +29.3% | -56.7% | -31.5% |
| 6M | +47.1% | +40.7% | +6.5% | +35.9% |
| YTD | +87.5% | +30.3% | +57.2% | +73.4% |
| 1Y | +175.2% | +3.4% | +171.8% | +167.8% |
| All | +912.9% | -32.5% | +945.4% | +927.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling