+369.4%
TTMI vs P
+175.5%
+193.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.5% | +3.4% | +5.3% |
| 7D | -19.8% | -23.8% | +4.0% | -9.1% |
| 30D | -48.1% | -36.6% | -11.5% | -35.8% |
| 3M | -51.2% | +10.9% | -62.1% | -52.2% |
| 6M | -59.6% | +30.0% | -89.6% | -63.1% |
| YTD | -3.6% | +44.4% | -48.0% | -15.6% |
| 1Y | -2.3% | +3.9% | -6.3% | -6.6% |
| 3Y | +369.4% | +176.6% | +192.8% | +241.0% |
| All | +369.4% | +175.5% | +193.9% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling