-2.4%
U vs TTMI
+151.8%
-154.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | 0.0% | +6.0% | -6.0% | -1.0% |
| 30D | -4.1% | -6.4% | +2.3% | -3.6% |
| 3M | +57.8% | -28.9% | +86.7% | +63.7% |
| 6M | +103.5% | +26.9% | +76.7% | +80.2% |
| YTD | -4.8% | +77.3% | -82.1% | -26.4% |
| 1Y | -2.4% | +147.5% | -149.9% | -32.4% |
| All | -2.4% | +151.8% | -154.2% | -32.4% |
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