+123.2%
TTMI vs SOLS
+22.7%
+100.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.2% |
| 7D | +12.2% | +4.5% | +7.6% | +9.2% |
| 30D | -5.7% | +6.0% | -11.7% | -9.2% |
| 3M | -27.5% | -19.7% | -7.8% | -17.7% |
| 6M | +47.1% | -10.4% | +57.5% | +58.6% |
| YTD | +87.5% | +33.3% | +54.2% | +77.7% |
| All | +123.2% | +22.7% | +100.5% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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