+175.2%
TTMI vs PL
+131.1%
+44.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.5% |
| 7D | +12.2% | -7.5% | +19.7% | +14.4% |
| 30D | -5.7% | -25.6% | +19.8% | +2.5% |
| 3M | -27.5% | -45.6% | +18.1% | -15.7% |
| 6M | +47.1% | -29.5% | +76.7% | +54.2% |
| YTD | +87.5% | -9.7% | +97.1% | +79.8% |
| 1Y | +175.2% | +84.4% | +90.8% | +131.7% |
| All | +175.2% | +131.1% | +44.1% | +131.7% |
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