-39.0%
U vs TTMI
+992.2%
-1,031.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -4.1% |
| 7D | -3.8% | +5.9% | -9.7% | -5.9% |
| 30D | +17.5% | -4.3% | +21.8% | +18.0% |
| 3M | +38.7% | -32.0% | +70.8% | +53.2% |
| 6M | +104.4% | +19.5% | +85.0% | +70.1% |
| YTD | -5.7% | +82.0% | -87.7% | -38.4% |
| 1Y | +3.7% | +172.6% | -168.9% | -46.3% |
| 3Y | +12.3% | +744.7% | -732.3% | -70.3% |
| 5Y | -68.8% | +805.6% | -874.4% | -92.4% |
| All | -39.0% | +992.2% | -1,031.2% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling