+78.8%
U vs TTMI
+408.7%
-329.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.2% |
| 7D | +24.4% | -11.5% | +35.9% | +26.5% |
| 30D | +7.4% | -40.3% | +47.7% | +19.0% |
| 3M | +16.8% | -44.5% | +61.3% | +30.3% |
| 6M | +78.8% | -54.1% | +132.8% | +102.5% |
| YTD | +14.0% | +4.7% | +9.3% | -11.3% |
| 1Y | +16.7% | +3.3% | +13.4% | -9.9% |
| All | +78.8% | +408.7% | -329.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling