+339.1%
TTMI vs IP
+12.9%
+326.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.3% | -14.1% |
| 7D | -29.0% | -5.0% | -24.0% | -28.0% |
| 30D | -53.1% | +6.5% | -59.6% | -54.1% |
| 3M | -52.6% | -18.0% | -34.6% | -50.0% |
| 6M | -61.0% | +10.3% | -71.3% | -63.3% |
| YTD | -9.8% | -9.9% | +0.1% | -9.9% |
| 1Y | -11.2% | -1.1% | -10.1% | -15.1% |
| All | +339.1% | +12.9% | +326.2% | +296.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling