+429.1%
TTMI vs EAT
+476.7%
-47.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | +11.4% | -4.0% | +15.4% | +12.2% |
| 30D | -28.3% | -2.9% | -25.4% | -28.1% |
| 3M | -46.7% | -16.9% | -29.8% | -45.1% |
| 6M | -56.1% | +57.0% | -113.1% | -61.0% |
| YTD | +7.4% | +38.2% | -30.8% | -2.5% |
| 1Y | +17.4% | +69.3% | -51.9% | +2.2% |
| 3Y | +429.1% | +483.0% | -53.8% | +230.1% |
| All | +429.1% | +476.7% | -47.6% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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