+147.5%
TTMI vs EXE
+5.1%
+142.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +6.0% | -2.2% | +8.2% | +6.2% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | -28.9% | +10.0% | -39.0% | -30.0% |
| 6M | +26.9% | -6.3% | +33.2% | +30.1% |
| YTD | +77.3% | -10.7% | +88.0% | +84.5% |
| 1Y | +147.5% | +2.7% | +144.8% | +166.6% |
| All | +147.5% | +5.1% | +142.4% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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