+172.6%
TTMI vs SPXU
-40.4%
+213.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +10.3% |
| 7D | +5.9% | -0.1% | +6.0% | +5.7% |
| 30D | -4.3% | +0.8% | -5.1% | -3.1% |
| 3M | -32.0% | -4.7% | -27.3% | -32.5% |
| 6M | +19.5% | -29.6% | +49.1% | -10.4% |
| YTD | +82.0% | -29.9% | +111.9% | +37.2% |
| 1Y | +172.6% | -39.1% | +211.7% | +97.8% |
| All | +172.6% | -40.4% | +213.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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