+901.9%
TTMI vs SM
-2.8%
+904.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.4% |
| 7D | +12.2% | -0.2% | +12.3% | +12.1% |
| 30D | -5.7% | +31.5% | -37.2% | -10.3% |
| 3M | -27.5% | +17.3% | -44.8% | -29.9% |
| 6M | +47.1% | +48.5% | -1.4% | +31.7% |
| YTD | +87.5% | +106.3% | -18.8% | +50.8% |
| 1Y | +175.2% | +47.3% | +127.9% | +145.1% |
| 3Y | +901.9% | -1.4% | +903.4% | +830.3% |
| All | +901.9% | -2.8% | +904.7% | +830.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling