+858.0%
TTMI vs TRI
-20.3%
+878.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.9% |
| 7D | +6.0% | -14.4% | +20.4% | +2.0% |
| 30D | -6.4% | -8.1% | +1.7% | -8.0% |
| 3M | -28.9% | +17.5% | -46.5% | -25.8% |
| 6M | +26.9% | -5.0% | +31.8% | +34.2% |
| YTD | +77.3% | -24.7% | +102.0% | +98.5% |
| 1Y | +147.5% | -41.5% | +189.0% | +202.2% |
| All | +858.0% | -20.3% | +878.3% | +695.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling