+10.7%
TTMI vs BR
-14.2%
+24.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.0% | -13.1% | -6.3% |
| 7D | -19.2% | +7.0% | -26.1% | -11.5% |
| 30D | -44.9% | +19.0% | -63.9% | -30.5% |
| 3M | -44.7% | +13.1% | -57.8% | -33.0% |
| 6M | -53.4% | +24.6% | -78.0% | -34.1% |
| YTD | +6.3% | -13.6% | +20.0% | +19.8% |
| 1Y | +10.7% | -13.1% | +23.8% | +27.9% |
| All | +10.7% | -14.2% | +24.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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