+172.6%
TTMI vs SNY
+2.0%
+170.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +8.8% |
| 7D | +5.9% | -1.3% | +7.2% | +5.4% |
| 30D | -4.3% | +3.4% | -7.7% | -3.3% |
| 3M | -32.0% | -0.3% | -31.7% | -31.1% |
| 6M | +19.5% | +1.0% | +18.4% | +20.5% |
| YTD | +82.0% | -3.6% | +85.7% | +83.2% |
| 1Y | +172.6% | +3.0% | +169.6% | +166.1% |
| All | +172.6% | +2.0% | +170.6% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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