+3.7%
U vs TTMI
+171.3%
-167.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -2.3% |
| 7D | -3.8% | +5.9% | -9.7% | -4.7% |
| 30D | +17.5% | -4.3% | +21.8% | +17.8% |
| 3M | +38.7% | -32.0% | +70.8% | +45.2% |
| 6M | +104.4% | +19.5% | +85.0% | +83.7% |
| YTD | -5.7% | +82.0% | -87.7% | -27.2% |
| 1Y | +3.7% | +172.6% | -168.9% | -27.1% |
| All | +3.7% | +171.3% | -167.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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