+429.1%
TTMI vs PL
+536.4%
-107.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | +11.4% | +10.0% | +1.3% | +9.1% |
| 30D | -28.3% | -2.3% | -26.0% | -27.3% |
| 3M | -46.7% | -44.2% | -2.5% | -39.5% |
| 6M | -56.1% | -66.1% | +10.0% | -46.1% |
| YTD | +7.4% | -30.0% | +37.3% | +13.3% |
| 1Y | +17.4% | +21.0% | -3.6% | +12.1% |
| 3Y | +429.1% | +516.5% | -87.4% | +242.2% |
| All | +429.1% | +536.4% | -107.3% | +242.2% |
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 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