+17.3%
TTMI vs IRE
-97.2%
+114.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +39.6% | -32.7% | -1.6% |
| 7D | -19.8% | -27.2% | +7.4% | -16.3% |
| 30D | -48.1% | -75.1% | +27.0% | -33.6% |
| 3M | -51.2% | -77.9% | +26.6% | -37.8% |
| 6M | -59.6% | -94.6% | +35.0% | -40.2% |
| YTD | -3.6% | -91.5% | +87.9% | +17.7% |
| 1Y | -2.3% | -97.8% | +95.5% | +40.7% |
| All | +17.3% | -97.2% | +114.6% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling