+5.6%
XYZ vs TTMI
+170.6%
-165.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.4% |
| 7D | +2.9% | +12.2% | -9.3% | +2.1% |
| 30D | +1.4% | -5.7% | +7.1% | +1.6% |
| 3M | +14.6% | -27.5% | +42.0% | +16.3% |
| 6M | +20.8% | +47.1% | -26.4% | +13.4% |
| YTD | +23.1% | +87.5% | -64.4% | +9.8% |
| 1Y | +5.6% | +175.2% | -169.6% | -14.9% |
| All | +5.6% | +170.6% | -165.0% | -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