+7.8%
TTMI vs IRE
-97.8%
+105.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.5% | +15.7% | +13.8% |
| 7D | -1.6% | -15.5% | +13.9% | -0.3% |
| 30D | -37.7% | -70.4% | +32.6% | -22.4% |
| 3M | -45.1% | -81.6% | +36.5% | -26.9% |
| 6M | -52.1% | -94.7% | +42.6% | -27.9% |
| YTD | +9.2% | -91.8% | +100.9% | +33.1% |
| All | +7.8% | -97.8% | +105.6% | +58.3% |
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