+429.1%
TTMI vs RF
+119.8%
+309.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.6% |
| 7D | +11.4% | +1.9% | +9.4% | +10.3% |
| 30D | -28.3% | +7.3% | -35.6% | -31.4% |
| 3M | -46.7% | -7.9% | -38.7% | -44.2% |
| 6M | -56.1% | +10.5% | -66.6% | -59.5% |
| YTD | +7.4% | +9.6% | -2.3% | -1.4% |
| 1Y | +17.4% | +20.3% | -2.9% | +1.3% |
| 3Y | +429.1% | +119.5% | +309.6% | +222.7% |
| All | +429.1% | +119.8% | +309.3% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling