+24.3%
W vs TTMI
+9.6%
+14.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -10.1% | +21.1% | +12.4% |
| 7D | +8.4% | -19.2% | +27.5% | +11.4% |
| 30D | +16.5% | -44.9% | +61.4% | +26.2% |
| 3M | +6.4% | -44.7% | +51.2% | +14.4% |
| 6M | +90.5% | -53.4% | +143.9% | +107.8% |
| YTD | +23.1% | +6.3% | +16.7% | +14.6% |
| 1Y | +24.3% | +10.7% | +13.6% | +14.9% |
| All | +24.3% | +9.6% | +14.7% | +14.9% |
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