+429.1%
TTMI vs USFR
+14.4%
+414.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | +11.4% | +0.1% | +11.3% | +11.8% |
| 30D | -28.3% | +0.4% | -28.7% | -26.9% |
| 3M | -46.7% | +1.1% | -47.7% | -43.6% |
| 6M | -56.1% | +2.0% | -58.2% | -51.8% |
| YTD | +7.4% | +3.5% | +3.9% | +15.8% |
| 1Y | +17.4% | +4.1% | +13.3% | +23.6% |
| 3Y | +429.1% | +14.4% | +414.8% | +271.3% |
| All | +429.1% | +14.4% | +414.8% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling