+10.7%
TTMI vs PL
-0.6%
+11.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.4% | -3.7% | -8.0% |
| 7D | -19.2% | -11.7% | -7.5% | -15.5% |
| 30D | -44.9% | -27.1% | -17.8% | -38.7% |
| 3M | -44.7% | -44.6% | -0.1% | -33.6% |
| 6M | -53.4% | -67.2% | +13.8% | -37.7% |
| YTD | +6.3% | -35.9% | +42.2% | +12.9% |
| 1Y | +10.7% | -0.4% | +11.1% | -0.2% |
| All | +10.7% | -0.6% | +11.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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