+890.1%
TTMI vs BNY
+287.0%
+603.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.8% |
| 30D | -8.4% | -0.2% | -8.3% | -8.3% |
| 3M | -32.5% | +14.9% | -47.4% | -40.1% |
| 6M | +32.5% | +40.0% | -7.5% | -1.1% |
| YTD | +83.2% | +42.0% | +41.3% | +34.1% |
| 1Y | +161.7% | +56.9% | +104.8% | +77.1% |
| 3Y | +890.1% | +289.9% | +600.3% | +192.4% |
| All | +890.1% | +287.0% | +603.1% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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