+172.6%
TTMI vs BG
+50.1%
+122.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.0% |
| 7D | +5.9% | +2.8% | +3.1% | +5.3% |
| 30D | -4.3% | +12.0% | -16.3% | -6.2% |
| 3M | -32.0% | -7.7% | -24.4% | -30.4% |
| 6M | +19.5% | +4.5% | +15.0% | +18.0% |
| YTD | +82.0% | +35.7% | +46.3% | +69.8% |
| 1Y | +172.6% | +50.1% | +122.6% | +143.7% |
| All | +172.6% | +50.1% | +122.5% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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