+858.0%
TTMI vs SPXU
-79.4%
+937.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -0.3% |
| 7D | +6.0% | +6.4% | -0.3% | +10.5% |
| 30D | -6.4% | +5.9% | -12.4% | -2.4% |
| 3M | -28.9% | -11.7% | -17.3% | -32.6% |
| 6M | +26.9% | -28.7% | +55.6% | +9.1% |
| YTD | +77.3% | -26.4% | +103.7% | +57.9% |
| 1Y | +147.5% | -35.2% | +182.7% | +112.0% |
| All | +858.0% | -79.4% | +937.5% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling