+128.2%
TTMI vs IRE
-82.8%
+211.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.2% | -7.3% | +1.1% |
| 7D | +12.2% | +58.9% | -46.7% | +2.7% |
| 30D | -5.7% | +17.2% | -22.9% | -10.0% |
| 3M | -27.5% | -58.6% | +31.1% | -22.2% |
| 6M | +47.1% | -23.5% | +70.6% | +32.6% |
| YTD | +87.5% | -47.4% | +134.9% | +66.1% |
| All | +128.2% | -82.8% | +211.0% | +124.2% |
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