+147.5%
TTMI vs MSCI
-2.9%
+150.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -2.2% |
| 7D | +6.0% | -4.7% | +10.7% | +3.5% |
| 30D | -6.4% | -2.2% | -4.3% | -7.2% |
| 3M | -28.9% | -9.7% | -19.2% | -30.6% |
| 6M | +26.9% | +0.3% | +26.6% | +24.5% |
| YTD | +77.3% | -3.5% | +80.8% | +74.3% |
| 1Y | +147.5% | -1.4% | +148.9% | +143.4% |
| All | +147.5% | -2.9% | +150.4% | +143.4% |
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