+78.4%
V vs TTMI
+433.5%
-355.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | 0.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | +9.5% | -37.7% | +47.3% | +9.3% |
| 3M | +16.7% | -45.1% | +61.8% | +16.4% |
| 6M | +32.9% | -52.1% | +85.1% | +32.2% |
| YTD | +21.1% | +9.2% | +11.9% | +14.9% |
| 1Y | +26.6% | +12.9% | +13.7% | +19.5% |
| 3Y | +78.4% | +445.5% | -367.1% | +39.0% |
| All | +78.4% | +433.5% | -355.1% | +39.0% |
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