+407.2%
TTMI vs COMP
+423.0%
-15.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.4% | +3.3% | -2.6% |
| 7D | -11.5% | +7.2% | -18.7% | -12.6% |
| 30D | -40.3% | +6.4% | -46.7% | -41.2% |
| 3M | -44.5% | -19.4% | -25.0% | -42.5% |
| 6M | -54.1% | +14.6% | -68.6% | -56.4% |
| YTD | +4.7% | -5.5% | +10.2% | +1.6% |
| 1Y | +3.3% | +13.7% | -10.3% | -3.3% |
| 3Y | +407.2% | +409.7% | -2.5% | +242.5% |
| All | +407.2% | +423.0% | -15.8% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling