+10.7%
TTMI vs PBR
+74.7%
-64.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.0% | -3.1% | -9.8% |
| 7D | -19.2% | -11.0% | -8.2% | -19.0% |
| 30D | -44.9% | -18.8% | -26.1% | -45.2% |
| 3M | -44.7% | +7.8% | -52.6% | -46.6% |
| 6M | -53.4% | -7.6% | -45.8% | -53.7% |
| YTD | +6.3% | +72.7% | -66.3% | -15.0% |
| 1Y | +10.7% | +72.9% | -62.3% | -11.0% |
| All | +10.7% | +74.7% | -64.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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