+10.7%
TTMI vs ZYBT
-42.3%
+53.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -10.1% |
| 7D | -19.2% | -3.5% | -15.7% | -19.2% |
| 30D | -44.9% | +15.1% | -60.0% | -44.9% |
| 3M | -44.7% | +7.0% | -51.8% | -44.8% |
| 6M | -53.4% | +37.7% | -91.1% | -52.2% |
| YTD | +6.3% | +19.1% | -12.8% | +11.6% |
| 1Y | +10.7% | -38.3% | +49.0% | +52.5% |
| All | +10.7% | -42.3% | +53.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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