+113.2%
TTMI vs Q
+71.3%
+41.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.2% | +7.4% |
| 7D | +5.9% | +0.2% | +5.6% | +5.7% |
| 30D | -4.3% | -11.1% | +6.8% | +6.0% |
| 3M | -32.0% | -22.1% | -9.9% | -15.6% |
| 6M | +19.5% | +0.5% | +19.0% | +22.5% |
| YTD | +82.0% | +47.8% | +34.2% | +44.6% |
| All | +113.2% | +71.3% | +41.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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