+443.1%
TTMI vs RL
+2,630.5%
-2,187.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +7.9% |
| 7D | +5.9% | -0.8% | +6.7% | +6.3% |
| 30D | -4.3% | -7.8% | +3.5% | -0.9% |
| 3M | -32.0% | -4.0% | -28.1% | -31.0% |
| 6M | +19.5% | -1.9% | +21.3% | +20.2% |
| YTD | +82.0% | -0.2% | +82.2% | +81.2% |
| 1Y | +172.6% | +10.7% | +162.0% | +159.1% |
| 3Y | +744.7% | +210.8% | +533.9% | +394.9% |
| 5Y | +805.6% | +238.2% | +567.3% | +388.7% |
| 10Y | +1,057.6% | +313.4% | +744.2% | +384.8% |
| All | +443.1% | +2,630.5% | -2,187.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling