+27.7%
V vs TTMI
+6.4%
+21.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.1% |
| 7D | +0.9% | +11.4% | -10.5% | +1.6% |
| 30D | +9.0% | -28.3% | +37.3% | +7.4% |
| 3M | +16.7% | -46.7% | +63.4% | +13.4% |
| 6M | +33.4% | -56.1% | +89.5% | +28.5% |
| YTD | +22.4% | +7.4% | +15.0% | +19.9% |
| 1Y | +27.7% | +17.4% | +10.3% | +24.6% |
| All | +27.7% | +6.4% | +21.3% | +24.6% |
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