+225.8%
TTMI vs RL
+3,007.2%
-2,781.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.8% | +7.4% | +10.5% |
| 7D | -1.6% | +0.2% | -1.9% | -1.5% |
| 30D | -37.7% | +7.3% | -45.1% | -39.8% |
| 3M | -45.1% | +1.0% | -46.1% | -45.6% |
| 6M | -52.1% | +11.8% | -63.9% | -55.0% |
| YTD | +9.2% | +13.6% | -4.4% | +2.3% |
| 1Y | +12.9% | +24.0% | -11.1% | +1.8% |
| 3Y | +445.5% | +256.6% | +188.9% | +199.9% |
| 5Y | +427.9% | +240.2% | +187.7% | +186.2% |
| 10Y | +449.9% | +373.0% | +76.9% | +116.2% |
| All | +225.8% | +3,007.2% | -2,781.4% | -57.3% |
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