+172.6%
TTMI vs MTB
+23.4%
+149.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +1.7% | +4.1% | +5.2% |
| 30D | -4.3% | -4.2% | -0.1% | -2.9% |
| 3M | -32.0% | +8.9% | -40.9% | -34.9% |
| 6M | +19.5% | +10.9% | +8.6% | +11.5% |
| YTD | +82.0% | +21.5% | +60.5% | +66.8% |
| 1Y | +172.6% | +21.9% | +150.7% | +128.4% |
| All | +172.6% | +23.4% | +149.3% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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