+429.1%
TTMI vs BAX
-18.0%
+447.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -28.3% | +4.1% | -32.4% | -28.7% |
| 3M | -46.7% | -4.5% | -42.1% | -46.3% |
| 6M | -56.1% | +49.2% | -105.4% | -59.7% |
| YTD | +7.4% | +35.2% | -27.9% | -1.2% |
| 1Y | +17.4% | +38.3% | -20.9% | +7.3% |
| 3Y | +429.1% | -19.0% | +448.2% | +397.4% |
| All | +429.1% | -18.0% | +447.1% | +397.4% |
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