+890.1%
TTMI vs TDY
+46.9%
+843.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +2.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.8% |
| 30D | -8.4% | -12.0% | +3.6% | +4.4% |
| 3M | -32.5% | -3.2% | -29.3% | -29.3% |
| 6M | +32.5% | -7.9% | +40.4% | +45.9% |
| YTD | +83.2% | +18.2% | +65.0% | +64.6% |
| 1Y | +161.7% | +6.7% | +155.0% | +155.8% |
| 3Y | +890.1% | +47.5% | +842.6% | +646.3% |
| All | +890.1% | +46.9% | +843.3% | +646.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling