+826.9%
TTMI vs M
+123.1%
+703.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.3% | +8.0% |
| 7D | +5.9% | +4.7% | +1.1% | +4.4% |
| 30D | -4.3% | -9.6% | +5.3% | -1.3% |
| 3M | -32.0% | +0.9% | -32.9% | -32.6% |
| 6M | +19.5% | +22.3% | -2.8% | +11.5% |
| YTD | +82.0% | +6.5% | +75.5% | +75.6% |
| 1Y | +172.6% | +38.8% | +133.9% | +142.5% |
| All | +826.9% | +123.1% | +703.9% | +572.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling