+10.7%
TTMI vs COMP
+23.8%
-13.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.7% | -17.8% | -11.4% |
| 7D | -19.2% | +9.5% | -28.7% | -20.7% |
| 30D | -44.9% | +8.1% | -53.0% | -46.1% |
| 3M | -44.7% | -16.3% | -28.4% | -43.0% |
| 6M | -53.4% | +42.2% | -95.6% | -60.2% |
| YTD | +6.3% | -5.0% | +11.4% | 0.0% |
| 1Y | +10.7% | +20.1% | -9.4% | -8.0% |
| All | +10.7% | +23.8% | -13.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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