+163.6%
W vs TTMI
+1,838.3%
-1,674.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.8% | -6.3% | -1.3% |
| 7D | -4.2% | +5.9% | -10.0% | -6.6% |
| 30D | -7.6% | -4.3% | -3.3% | -7.0% |
| 3M | +37.2% | -32.0% | +69.2% | +55.6% |
| 6M | +26.3% | +19.5% | +6.9% | +5.1% |
| YTD | -1.0% | +82.0% | -83.0% | -34.5% |
| 1Y | +20.1% | +172.6% | -152.5% | -38.0% |
| 3Y | +37.8% | +744.7% | -706.9% | -60.4% |
| 5Y | -63.7% | +805.6% | -869.2% | -89.9% |
| 10Y | +156.3% | +1,057.6% | -901.3% | -36.5% |
| All | +163.6% | +1,838.3% | -1,674.7% | -39.9% |
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 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