+10.7%
TTMI vs NTR
+36.7%
-26.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.0% | -14.1% | -9.4% |
| 7D | -19.2% | +4.3% | -23.5% | -18.4% |
| 30D | -44.9% | +2.6% | -47.5% | -44.4% |
| 3M | -44.7% | +8.5% | -53.3% | -44.2% |
| 6M | -53.4% | -3.3% | -50.1% | -52.4% |
| YTD | +6.3% | +19.6% | -13.2% | -1.8% |
| 1Y | +10.7% | +37.6% | -26.9% | -10.5% |
| All | +10.7% | +36.7% | -26.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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