+804.9%
TTMI vs PL
+454.1%
+350.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +9.1% |
| 7D | +5.9% | -9.3% | +15.2% | +7.9% |
| 30D | -4.3% | -18.9% | +14.6% | -0.1% |
| 3M | -32.0% | -58.4% | +26.3% | -20.3% |
| 6M | +19.5% | -30.3% | +49.8% | +24.7% |
| YTD | +82.0% | -8.1% | +90.1% | +79.8% |
| 1Y | +172.6% | +180.5% | -7.9% | +117.9% |
| All | +804.9% | +454.1% | +350.8% | +481.2% |
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