+10.7%
TTMI vs SN
+156.5%
-145.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -11.5% |
| 7D | -19.2% | +10.6% | -29.8% | -22.5% |
| 30D | -44.9% | +20.0% | -64.9% | -49.1% |
| 3M | -44.7% | +30.4% | -75.1% | -51.1% |
| 6M | -53.4% | +91.0% | -144.4% | -67.7% |
| YTD | +6.3% | +95.9% | -89.6% | -29.3% |
| 1Y | +10.7% | +158.9% | -148.2% | -36.0% |
| All | +10.7% | +156.5% | -145.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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