+103.2%
CB vs TTMI
+364.5%
-261.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.9% | -8.7% | -1.7% |
| 7D | +0.2% | -19.8% | +20.1% | 0.0% |
| 30D | +9.1% | -48.1% | +57.2% | +8.6% |
| 3M | +3.4% | -51.2% | +54.6% | +3.0% |
| 6M | +14.1% | -59.6% | +73.7% | +13.6% |
| YTD | +18.0% | -3.6% | +21.6% | +13.4% |
| 1Y | +30.1% | -2.3% | +32.5% | +24.6% |
| 3Y | +71.8% | +369.4% | -297.6% | +39.4% |
| All | +103.2% | +364.5% | -261.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling