+11.6%
TTMI vs PH
+13.7%
-2.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +7.7% |
| 7D | +7.2% | +6.9% | +0.4% | -2.0% |
| 30D | -28.7% | +1.7% | -30.3% | -28.0% |
| 3M | -39.8% | -8.1% | -31.7% | -30.9% |
| 6M | -51.7% | +11.5% | -63.2% | -56.3% |
| YTD | +14.1% | +11.4% | +2.7% | 0.0% |
| All | +11.6% | +13.7% | -2.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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