+901.9%
TTMI vs TPR
+292.6%
+609.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +4.6% |
| 7D | +12.2% | -3.4% | +15.5% | +13.8% |
| 30D | -5.7% | -27.3% | +21.6% | +7.3% |
| 3M | -27.5% | -16.2% | -11.3% | -23.7% |
| 6M | +47.1% | -17.9% | +65.0% | +56.3% |
| YTD | +87.5% | -7.1% | +94.6% | +87.2% |
| 1Y | +175.2% | +13.6% | +161.6% | +148.8% |
| 3Y | +901.9% | +293.7% | +608.2% | +465.1% |
| All | +901.9% | +292.6% | +609.3% | +465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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