+172.6%
TTMI vs MSCI
+4.9%
+167.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.7% |
| 7D | +5.9% | +0.4% | +5.5% | +6.1% |
| 30D | -4.3% | +0.6% | -4.9% | -3.7% |
| 3M | -32.0% | -7.1% | -25.0% | -32.3% |
| 6M | +19.5% | +0.8% | +18.6% | +20.4% |
| YTD | +82.0% | +1.0% | +81.0% | +83.5% |
| 1Y | +172.6% | +4.3% | +168.3% | +178.3% |
| All | +172.6% | +4.9% | +167.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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