+47.7%
XYZ vs TTMI
+816.8%
-769.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -2.5% |
| 7D | -1.0% | +5.9% | -6.8% | -2.2% |
| 30D | -1.7% | -4.3% | +2.6% | -1.4% |
| 3M | +16.7% | -32.0% | +48.8% | +24.2% |
| 6M | +26.9% | +19.5% | +7.4% | +12.8% |
| YTD | +27.1% | +82.0% | -54.9% | -4.3% |
| 1Y | +9.3% | +172.6% | -163.4% | -32.6% |
| All | +47.7% | +816.8% | -769.1% | -52.2% |
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