+10.7%
TTMI vs TDY
+22.9%
-12.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.8% | -5.3% | -3.0% |
| 7D | -19.2% | -5.0% | -14.1% | -12.5% |
| 30D | -44.9% | +2.0% | -46.9% | -45.8% |
| 3M | -44.7% | -7.7% | -37.0% | -37.2% |
| 6M | -53.4% | -0.9% | -52.5% | -51.3% |
| YTD | +6.3% | +23.7% | -17.4% | -16.7% |
| 1Y | +10.7% | +23.6% | -12.9% | -12.9% |
| All | +10.7% | +22.9% | -12.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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