+175.2%
TTMI vs M
+31.9%
+143.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +4.0% |
| 7D | +12.2% | +2.4% | +9.8% | +11.1% |
| 30D | -5.7% | -11.6% | +5.9% | -1.3% |
| 3M | -27.5% | +1.6% | -29.1% | -28.9% |
| 6M | +47.1% | +25.2% | +21.9% | +32.3% |
| YTD | +87.5% | +3.8% | +83.7% | +76.5% |
| 1Y | +175.2% | +36.3% | +138.9% | +124.7% |
| All | +175.2% | +31.9% | +143.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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