+172.6%
TTMI vs ROP
-21.5%
+194.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.6% | +12.4% | +5.8% |
| 7D | +5.9% | -4.4% | +10.3% | +2.1% |
| 30D | -4.3% | +3.2% | -7.5% | -1.1% |
| 3M | -32.0% | +23.1% | -55.1% | -20.0% |
| 6M | +19.5% | +13.3% | +6.2% | +38.6% |
| YTD | +82.0% | -7.9% | +89.9% | +98.6% |
| 1Y | +172.6% | -22.1% | +194.7% | +168.9% |
| All | +172.6% | -21.5% | +194.1% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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