+858.0%
TTMI vs BBY
+38.5%
+819.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | -6.4% | +5.8% | -12.2% | -7.8% |
| 3M | -28.9% | +18.0% | -46.9% | -32.4% |
| 6M | +26.9% | +39.8% | -13.0% | +13.7% |
| YTD | +77.3% | +35.4% | +41.9% | +58.8% |
| 1Y | +147.5% | +21.4% | +126.1% | +131.8% |
| All | +858.0% | +38.5% | +819.5% | +712.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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