+369.4%
TTMI vs SN
+397.9%
-28.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.2% | +6.0% |
| 7D | -19.8% | +7.2% | -27.0% | -21.7% |
| 30D | -48.1% | +20.4% | -68.5% | -51.5% |
| 3M | -51.2% | +23.9% | -75.1% | -55.0% |
| 6M | -59.6% | +93.0% | -152.6% | -68.8% |
| YTD | -3.6% | +99.2% | -102.8% | -26.3% |
| 1Y | -2.3% | +142.6% | -144.9% | -29.8% |
| 3Y | +369.4% | +398.8% | -29.4% | +145.2% |
| All | +369.4% | +397.9% | -28.6% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling