+890.1%
TTMI vs NTRS
+168.2%
+722.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.5% |
| 7D | +0.7% | +1.4% | -0.7% | -0.4% |
| 30D | -8.4% | -0.7% | -7.8% | -7.9% |
| 3M | -32.5% | +11.3% | -43.8% | -37.7% |
| 6M | +32.5% | +35.5% | -3.1% | +5.2% |
| YTD | +83.2% | +40.6% | +42.7% | +41.1% |
| 1Y | +161.7% | +49.2% | +112.5% | +93.8% |
| 3Y | +890.1% | +167.2% | +722.9% | +342.0% |
| All | +890.1% | +168.2% | +722.0% | +342.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling