+209.8%
W vs TTMI
+1,062.5%
-852.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.3% | -8.7% | -0.7% |
| 7D | +3.3% | -1.6% | +4.9% | +2.5% |
| 30D | +10.5% | -37.7% | +48.3% | +27.3% |
| 3M | +9.6% | -45.1% | +54.7% | +30.1% |
| 6M | +76.4% | -52.1% | +128.5% | +113.5% |
| YTD | +16.4% | +9.2% | +7.2% | -11.0% |
| 1Y | +9.3% | +12.9% | -3.6% | -20.0% |
| 3Y | +172.8% | +445.5% | -272.7% | -12.1% |
| 5Y | -53.4% | +427.9% | -481.3% | -84.9% |
| 10Y | +243.6% | +449.9% | -206.2% | +2.0% |
| All | +209.8% | +1,062.5% | -852.7% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling