+172.6%
TTMI vs PR
+76.5%
+96.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +8.8% |
| 7D | +5.9% | +2.9% | +3.0% | +5.9% |
| 30D | -4.3% | +18.0% | -22.3% | -4.7% |
| 3M | -32.0% | +16.9% | -48.9% | -31.9% |
| 6M | +19.5% | +28.2% | -8.7% | +17.4% |
| YTD | +82.0% | +69.3% | +12.7% | +76.8% |
| 1Y | +172.6% | +69.5% | +103.1% | +163.5% |
| All | +172.6% | +76.5% | +96.1% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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