+161.7%
TTMI vs BG
+53.0%
+108.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.6% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | -8.4% | +10.2% | -18.7% | -9.9% |
| 3M | -32.5% | -1.7% | -30.8% | -31.7% |
| 6M | +32.5% | +1.0% | +31.5% | +32.7% |
| YTD | +83.2% | +39.9% | +43.3% | +70.3% |
| 1Y | +161.7% | +53.2% | +108.5% | +133.1% |
| All | +161.7% | +53.0% | +108.7% | +133.1% |
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