+11.9%
U vs TTMI
+859.5%
-847.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.6% |
| 7D | +4.4% | +7.5% | -3.1% | +2.2% |
| 30D | -1.3% | -4.5% | +3.2% | -0.9% |
| 3M | +49.6% | -28.5% | +78.1% | +59.9% |
| 6M | +100.2% | +28.4% | +71.8% | +67.4% |
| YTD | -3.7% | +80.1% | -83.8% | -33.0% |
| 1Y | -6.5% | +161.0% | -167.5% | -46.4% |
| All | +11.9% | +859.5% | -847.6% | -66.0% |
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