+40.5%
W vs TTMI
+857.4%
-816.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.7% |
| 7D | +6.5% | +12.2% | -5.7% | +1.6% |
| 30D | -6.2% | -5.7% | -0.5% | -5.0% |
| 3M | +48.9% | -27.5% | +76.4% | +63.9% |
| 6M | +31.2% | +47.1% | -15.9% | -2.6% |
| YTD | -0.4% | +87.5% | -87.9% | -38.1% |
| 1Y | +14.8% | +175.2% | -160.4% | -48.9% |
| 3Y | +40.5% | +901.9% | -861.4% | -79.8% |
| All | +40.5% | +857.4% | -816.9% | -79.8% |
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