+858.0%
TTMI vs NI
+69.0%
+789.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +6.0% | -0.6% | +6.6% | +6.4% |
| 30D | -6.4% | -1.4% | -5.0% | -5.6% |
| 3M | -28.9% | -10.6% | -18.3% | -25.0% |
| 6M | +26.9% | -9.9% | +36.8% | +33.2% |
| YTD | +77.3% | +1.2% | +76.1% | +75.7% |
| 1Y | +147.5% | +4.4% | +143.1% | +142.0% |
| All | +858.0% | +69.0% | +789.1% | +637.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling