+71.8%
CB vs TTMI
+355.9%
-284.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.9% | -8.7% | -1.4% |
| 7D | +0.2% | -19.8% | +20.1% | -0.9% |
| 30D | +9.1% | -48.1% | +57.2% | +5.8% |
| 3M | +3.4% | -51.2% | +54.6% | +0.3% |
| 6M | +14.1% | -59.6% | +73.7% | +10.2% |
| YTD | +18.0% | -3.6% | +21.6% | +16.7% |
| 1Y | +30.1% | -2.3% | +32.5% | +28.8% |
| 3Y | +71.8% | +369.4% | -297.6% | +65.2% |
| All | +71.8% | +355.9% | -284.1% | +65.2% |
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