+10.7%
TTMI vs RL
+34.3%
-23.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.5% | -14.6% | -12.7% |
| 7D | -19.2% | +5.8% | -25.0% | -22.2% |
| 30D | -44.9% | +12.7% | -57.6% | -49.3% |
| 3M | -44.7% | +9.3% | -54.1% | -48.4% |
| 6M | -53.4% | +16.9% | -70.3% | -58.5% |
| YTD | +6.3% | +17.5% | -11.1% | -8.6% |
| 1Y | +10.7% | +34.6% | -23.9% | -23.8% |
| All | +10.7% | +34.3% | -23.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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