+17.4%
TTMI vs IRE
-97.6%
+115.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.4% | +11.5% | +0.3% |
| 7D | +11.4% | -31.8% | +43.2% | +20.3% |
| 30D | -28.3% | -71.8% | +43.5% | -9.6% |
| 3M | -46.7% | -88.9% | +42.2% | -21.7% |
| 6M | -56.1% | -95.4% | +39.2% | -31.8% |
| YTD | +7.4% | -94.2% | +101.6% | +42.3% |
| 1Y | +17.4% | -97.1% | +114.5% | +68.8% |
| All | +17.4% | -97.6% | +115.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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