+172.6%
TTMI vs NTRS
+47.2%
+125.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.5% |
| 30D | -4.3% | +1.7% | -6.0% | -5.4% |
| 3M | -32.0% | +8.9% | -40.9% | -36.3% |
| 6M | +19.5% | +30.6% | -11.1% | -5.2% |
| YTD | +82.0% | +38.7% | +43.3% | +35.8% |
| 1Y | +172.6% | +48.1% | +124.5% | +96.0% |
| All | +172.6% | +47.2% | +125.4% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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