+16.0%
TTMI vs PR
+73.4%
-57.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +8.5% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | -28.7% | -4.6% | -24.1% | -27.6% |
| 3M | -39.8% | +4.7% | -44.5% | -38.7% |
| 6M | -51.7% | +12.4% | -64.2% | -50.6% |
| YTD | +14.1% | +62.9% | -48.8% | +14.9% |
| 1Y | +16.0% | +70.6% | -54.6% | +9.9% |
| All | +16.0% | +73.4% | -57.4% | +9.9% |
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