+826.9%
TTMI vs TT
+124.8%
+702.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.1% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -4.3% | -7.2% | +2.9% | +2.7% |
| 3M | -32.0% | -3.0% | -29.1% | -29.5% |
| 6M | +19.5% | +1.4% | +18.1% | +21.6% |
| YTD | +82.0% | +15.9% | +66.1% | +67.0% |
| 1Y | +172.6% | +9.4% | +163.2% | +162.6% |
| All | +826.9% | +124.8% | +702.1% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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