+172.6%
TTMI vs RF
+16.9%
+155.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +1.3% | +4.5% | +5.4% |
| 30D | -4.3% | -3.6% | -0.7% | -3.2% |
| 3M | -32.0% | +8.1% | -40.1% | -34.3% |
| 6M | +19.5% | +11.5% | +8.0% | +12.0% |
| YTD | +82.0% | +15.6% | +66.5% | +67.2% |
| 1Y | +172.6% | +15.7% | +156.9% | +141.7% |
| All | +172.6% | +16.9% | +155.7% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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