+16.0%
TTMI vs PL
+8.6%
+7.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.8% |
| 7D | +7.2% | +13.4% | -6.1% | +3.0% |
| 30D | -28.7% | -10.2% | -18.5% | -25.8% |
| 3M | -39.8% | -39.5% | -0.3% | -30.1% |
| 6M | -51.7% | -65.7% | +14.0% | -37.3% |
| YTD | +14.1% | -27.3% | +41.3% | +16.8% |
| 1Y | +16.0% | +15.0% | +1.0% | -0.3% |
| All | +16.0% | +8.6% | +7.3% | -0.3% |
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