+161.0%
TTMI vs P
+22.0%
+139.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -1.9% |
| 7D | +7.5% | +5.0% | +2.5% | +4.8% |
| 30D | -4.5% | -0.9% | -3.5% | -4.8% |
| 3M | -28.5% | +38.7% | -67.2% | -40.7% |
| 6M | +28.4% | +54.4% | -26.0% | -1.7% |
| YTD | +80.1% | +44.8% | +35.2% | +40.3% |
| 1Y | +161.0% | +22.5% | +138.5% | +96.4% |
| All | +161.0% | +22.0% | +139.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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