+22.1%
CB vs TTMI
+170.6%
-148.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.2% |
| 7D | -0.6% | +12.2% | -12.8% | +0.3% |
| 30D | -3.9% | -5.7% | +1.8% | -4.1% |
| 3M | +4.9% | -27.5% | +32.4% | +3.3% |
| 6M | +3.3% | +47.1% | -43.9% | +6.2% |
| YTD | +8.5% | +87.5% | -79.0% | +14.1% |
| 1Y | +22.1% | +175.2% | -153.2% | +30.6% |
| All | +22.1% | +170.6% | -148.5% | +30.6% |
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