+17.4%
TTMI vs IT
-15.8%
+33.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.5% |
| 7D | +11.4% | +1.1% | +10.3% | +11.8% |
| 30D | -28.3% | -1.8% | -26.4% | -27.8% |
| 3M | -46.7% | +4.8% | -51.5% | -43.7% |
| 6M | -56.1% | +33.0% | -89.1% | -45.6% |
| YTD | +7.4% | -23.8% | +31.2% | +15.2% |
| 1Y | +17.4% | -16.5% | +33.9% | +24.8% |
| All | +17.4% | -15.8% | +33.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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