+1,535.4%
CB vs TTMI
+262.5%
+1,272.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.7% | -1.8% |
| 7D | -1.5% | -1.6% | +0.1% | -1.7% |
| 30D | +6.5% | -37.7% | +44.3% | +10.4% |
| 3M | +4.1% | -45.1% | +49.2% | +8.8% |
| 6M | +14.4% | -52.1% | +66.5% | +19.6% |
| YTD | +17.5% | +9.2% | +8.3% | +9.3% |
| 1Y | +27.5% | +12.9% | +14.6% | +17.3% |
| 3Y | +71.6% | +445.5% | -373.9% | +25.5% |
| 5Y | +100.6% | +427.9% | -327.3% | +44.3% |
| 10Y | +243.0% | +449.9% | -206.9% | +137.1% |
| All | +1,535.4% | +262.5% | +1,272.9% | +812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling