+29.8%
TTMI vs EAT
+72.3%
-42.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.8% |
| 7D | +5.9% | 0.0% | +5.8% | +5.8% |
| 30D | -4.3% | +1.9% | -6.2% | -5.1% |
| 3M | -32.0% | +68.7% | -100.7% | -41.9% |
| All | +29.8% | +72.3% | -42.5% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling