+774.7%
TTMI vs SN
+490.7%
+284.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.9% | +9.1% |
| 7D | +5.9% | -9.3% | +15.2% | +8.7% |
| 30D | -4.3% | -4.8% | +0.5% | -3.0% |
| 3M | -32.0% | +40.4% | -72.5% | -38.9% |
| 6M | +19.5% | +50.9% | -31.5% | +4.7% |
| YTD | +82.0% | +54.9% | +27.1% | +58.6% |
| 1Y | +172.6% | +43.0% | +129.6% | +140.6% |
| 3Y | +744.7% | +391.8% | +352.8% | +536.5% |
| All | +774.7% | +490.7% | +284.0% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling