+216.8%
CB vs TTMI
+1,093.3%
-876.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | -0.6% | +12.2% | -12.8% | -1.5% |
| 30D | -3.9% | -5.7% | +1.8% | -3.7% |
| 3M | +4.9% | -27.5% | +32.4% | +6.8% |
| 6M | +3.3% | +47.1% | -43.9% | -3.5% |
| YTD | +8.5% | +87.5% | -79.0% | -2.6% |
| 1Y | +22.1% | +175.2% | -153.2% | +2.7% |
| 3Y | +70.1% | +901.9% | -831.8% | +11.8% |
| 5Y | +97.4% | +843.5% | -746.1% | +26.9% |
| 10Y | +216.8% | +1,077.0% | -860.2% | +89.4% |
| All | +216.8% | +1,093.3% | -876.4% | +89.4% |
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