+151.4%
TTMI vs SM
+50.7%
+100.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.8% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -4.5% | +20.3% | -24.8% | -1.5% |
| 3M | -28.5% | +22.9% | -51.5% | -24.8% |
| 6M | +28.4% | +47.8% | -19.5% | +36.9% |
| YTD | +80.1% | +107.5% | -27.4% | +90.7% |
| All | +151.4% | +50.7% | +100.7% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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