+10.7%
TTMI vs REGN
+45.3%
-34.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -10.8% |
| 7D | -19.2% | +14.4% | -33.6% | -16.8% |
| 30D | -44.9% | +28.1% | -73.0% | -42.9% |
| 3M | -44.7% | +22.5% | -67.2% | -43.2% |
| 6M | -53.4% | +31.6% | -85.0% | -51.6% |
| YTD | +6.3% | +21.0% | -14.7% | +11.6% |
| 1Y | +10.7% | +49.0% | -38.3% | +25.9% |
| All | +10.7% | +45.3% | -34.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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