+10.7%
TTMI vs TRI
-22.4%
+33.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.4% | -16.5% | -5.9% |
| 7D | -19.2% | +1.0% | -20.2% | -17.6% |
| 30D | -44.9% | +20.8% | -65.6% | -36.5% |
| 3M | -44.7% | +8.1% | -52.8% | -38.8% |
| 6M | -53.4% | +24.2% | -77.6% | -40.4% |
| YTD | +6.3% | -7.8% | +14.1% | +27.0% |
| 1Y | +10.7% | -16.7% | +27.4% | +34.8% |
| All | +10.7% | -22.4% | +33.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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