+826.9%
TTMI vs RL
+214.6%
+612.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +7.6% |
| 7D | +5.9% | -0.8% | +6.7% | +6.4% |
| 30D | -4.3% | -7.8% | +3.5% | 0.0% |
| 3M | -32.0% | -4.0% | -28.1% | -30.8% |
| 6M | +19.5% | -1.9% | +21.3% | +19.8% |
| YTD | +82.0% | -0.2% | +82.2% | +80.0% |
| 1Y | +172.6% | +10.7% | +162.0% | +154.0% |
| All | +826.9% | +214.6% | +612.3% | +415.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling