+172.6%
TTMI vs USFR
+4.0%
+168.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +9.5% |
| 7D | +5.9% | +0.1% | +5.8% | +8.0% |
| 30D | -4.3% | +0.3% | -4.6% | +6.4% |
| 3M | -32.0% | +1.0% | -33.0% | -7.4% |
| 6M | +19.5% | +1.9% | +17.5% | +94.9% |
| YTD | +82.0% | +2.6% | +79.4% | +198.7% |
| 1Y | +172.6% | +4.0% | +168.6% | +389.4% |
| All | +172.6% | +4.0% | +168.6% | +389.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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