+445.5%
TTMI vs TT
+94.8%
+350.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.7% | +8.6% | +8.3% |
| 7D | -1.6% | +1.7% | -3.4% | -2.3% |
| 30D | -37.7% | -11.8% | -25.9% | -27.4% |
| 3M | -45.1% | -12.6% | -32.5% | -35.1% |
| 6M | -52.1% | -9.4% | -42.7% | -44.9% |
| YTD | +9.2% | +8.8% | +0.4% | +10.4% |
| 1Y | +12.9% | -2.5% | +15.4% | +24.4% |
| 3Y | +445.5% | +95.7% | +349.8% | +254.1% |
| All | +445.5% | +94.8% | +350.7% | +254.1% |
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