+17.4%
TTMI vs SN
+141.7%
-124.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.9% |
| 7D | +11.4% | +1.5% | +9.8% | +10.9% |
| 30D | -28.3% | +21.5% | -49.8% | -33.6% |
| 3M | -46.7% | +20.0% | -66.7% | -50.3% |
| 6M | -56.1% | +119.9% | -176.0% | -71.9% |
| YTD | +7.4% | +102.3% | -95.0% | -28.5% |
| 1Y | +17.4% | +148.0% | -130.6% | -27.0% |
| All | +17.4% | +141.7% | -124.3% | -27.0% |
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