+161.7%
TTMI vs EXEL
+48.5%
+113.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.6% |
| 7D | +0.7% | -4.9% | +5.6% | +1.3% |
| 30D | -8.4% | +11.4% | -19.8% | -10.2% |
| 3M | -32.5% | +4.9% | -37.4% | -33.2% |
| 6M | +32.5% | +34.4% | -1.9% | +23.4% |
| YTD | +83.2% | +28.0% | +55.2% | +71.9% |
| 1Y | +161.7% | +43.6% | +118.0% | +140.8% |
| All | +161.7% | +48.5% | +113.1% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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