+92.5%
USB vs TTMI
+326.5%
-234.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.2% | +13.1% | -0.7% |
| 7D | -1.5% | -29.0% | +27.5% | +1.5% |
| 30D | +4.3% | -53.1% | +57.4% | +11.5% |
| 3M | -6.1% | -52.6% | +46.5% | -0.2% |
| 6M | +9.4% | -61.0% | +70.4% | +17.2% |
| YTD | +15.2% | -9.8% | +25.0% | +3.3% |
| 1Y | +32.8% | -11.2% | +43.9% | +18.3% |
| All | +92.5% | +326.5% | -234.0% | -2.0% |
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