+10.7%
TTMI vs ROP
+10.4%
+0.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.9% | -14.0% | -5.8% |
| 7D | -19.2% | +11.7% | -30.9% | -8.0% |
| 30D | -44.9% | +35.5% | -80.3% | -21.4% |
| 3M | -44.7% | +25.6% | -70.4% | -25.6% |
| 6M | -53.4% | +39.3% | -92.7% | -29.8% |
| YTD | +6.3% | +11.6% | -5.3% | +62.9% |
| 1Y | +10.7% | +10.6% | +0.1% | +72.9% |
| All | +10.7% | +10.4% | +0.3% | +72.9% |
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