+247.9%
CB vs TTMI
+408.9%
-160.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | 0.0% | +22.6% | -22.6% | -1.3% |
| 30D | +7.4% | -34.3% | +41.7% | +9.6% |
| 3M | +8.6% | -44.8% | +53.4% | +11.9% |
| 6M | +16.1% | -53.3% | +69.5% | +19.9% |
| YTD | +20.2% | +10.6% | +9.6% | +10.4% |
| 1Y | +27.2% | +8.2% | +19.0% | +16.5% |
| 3Y | +72.7% | +435.7% | -363.0% | +17.2% |
| 5Y | +105.9% | +434.2% | -328.2% | +34.8% |
| All | +247.9% | +408.9% | -160.9% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling