-59.6%
TTMI vs RF
+2.2%
-61.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +6.7% |
| 7D | -19.8% | -0.9% | -18.9% | -19.9% |
| 30D | -48.1% | +6.0% | -54.2% | -46.9% |
| 3M | -51.2% | -8.9% | -42.3% | -51.5% |
| 6M | -59.6% | +2.3% | -61.9% | -58.4% |
| All | -59.6% | +2.2% | -61.8% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling