+147.5%
TTMI vs ROP
-24.5%
+172.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.9% |
| 7D | +6.0% | -8.0% | +14.0% | -0.8% |
| 30D | -6.4% | -2.7% | -3.7% | -7.9% |
| 3M | -28.9% | +16.6% | -45.5% | -20.0% |
| 6M | +26.9% | +10.4% | +16.5% | +41.7% |
| YTD | +77.3% | -12.1% | +89.4% | +87.6% |
| 1Y | +147.5% | -23.6% | +171.1% | +145.6% |
| All | +147.5% | -24.5% | +172.0% | +145.6% |
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