+10.7%
TTMI vs NI
+9.5%
+1.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.7% |
| 7D | -19.2% | +3.9% | -23.1% | -20.6% |
| 30D | -44.9% | +15.3% | -60.2% | -50.0% |
| 3M | -44.7% | +2.4% | -47.1% | -44.9% |
| 6M | -53.4% | -4.5% | -48.9% | -50.8% |
| YTD | +6.3% | +11.4% | -5.0% | -13.1% |
| 1Y | +10.7% | +8.5% | +2.2% | -5.8% |
| All | +10.7% | +9.5% | +1.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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