+533.2%
XYZ vs TTMI
+1,576.9%
-1,043.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -3.8% |
| 7D | -1.0% | +5.9% | -6.8% | -3.1% |
| 30D | -1.7% | -4.3% | +2.6% | -1.3% |
| 3M | +16.7% | -32.0% | +48.8% | +28.2% |
| 6M | +26.9% | +19.5% | +7.4% | +6.9% |
| YTD | +27.1% | +82.0% | -54.9% | -13.5% |
| 1Y | +9.3% | +172.6% | -163.4% | -40.2% |
| 3Y | +42.3% | +744.7% | -702.4% | -56.7% |
| 5Y | -69.3% | +805.6% | -874.9% | -91.0% |
| 10Y | +586.8% | +1,057.6% | -470.8% | +90.1% |
| All | +533.2% | +1,576.9% | -1,043.7% | +66.1% |
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