+20.7%
XYZ vs TTMI
+9.6%
+11.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -10.1% | +25.4% | +15.4% |
| 7D | +16.5% | -19.2% | +35.7% | +17.1% |
| 30D | +15.0% | -44.9% | +59.8% | +17.4% |
| 3M | +3.5% | -44.7% | +48.3% | +5.6% |
| 6M | +21.9% | -53.4% | +75.3% | +24.0% |
| YTD | +34.6% | +6.3% | +28.3% | +25.2% |
| 1Y | +20.7% | +10.7% | +10.0% | +8.8% |
| All | +20.7% | +9.6% | +11.1% | +8.8% |
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 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