+444.9%
TTMI vs EXE
+20.0%
+424.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +22.6% | +3.6% | +19.0% | +21.6% |
| 30D | -34.3% | -4.3% | -30.0% | -33.6% |
| 3M | -44.8% | -7.7% | -37.1% | -43.9% |
| 6M | -53.3% | -7.2% | -46.1% | -52.8% |
| YTD | +10.6% | -18.5% | +29.1% | +15.6% |
| 1Y | +8.2% | -24.4% | +32.6% | +15.6% |
| All | +444.9% | +20.0% | +424.9% | +392.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling