+369.4%
TTMI vs PL
+455.3%
-85.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.4% | -3.5% | +4.5% |
| 7D | -19.8% | -6.8% | -13.0% | -18.2% |
| 30D | -48.1% | -29.3% | -18.8% | -43.6% |
| 3M | -51.2% | -44.8% | -6.5% | -44.4% |
| 6M | -59.6% | -68.4% | +8.8% | -49.6% |
| YTD | -3.6% | -36.4% | +32.8% | +3.9% |
| 1Y | -2.3% | +0.7% | -3.1% | -3.3% |
| 3Y | +369.4% | +455.3% | -85.9% | +204.3% |
| All | +369.4% | +455.3% | -85.9% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling