+10.7%
TTMI vs IP
+2.3%
+8.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.2% |
| 7D | -19.2% | +3.4% | -22.6% | -19.4% |
| 30D | -44.9% | +11.2% | -56.1% | -45.4% |
| 3M | -44.7% | -14.8% | -30.0% | -44.3% |
| 6M | -53.4% | +17.3% | -70.7% | -55.1% |
| YTD | +6.3% | -6.2% | +12.5% | +6.6% |
| 1Y | +10.7% | +2.3% | +8.4% | +7.4% |
| All | +10.7% | +2.3% | +8.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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