+1,432.4%
CB vs TTMI
+504.4%
+928.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.8% | -2.9% |
| 7D | +0.5% | +5.9% | -5.4% | -0.2% |
| 30D | -3.1% | -4.3% | +1.2% | -3.0% |
| 3M | +9.0% | -32.0% | +41.0% | +12.0% |
| 6M | +2.9% | +19.5% | -16.6% | -2.3% |
| YTD | +10.1% | +82.0% | -71.9% | -1.4% |
| 1Y | +22.8% | +172.6% | -149.8% | +3.4% |
| 3Y | +73.8% | +744.7% | -670.9% | +23.2% |
| 5Y | +99.2% | +805.6% | -706.4% | +37.3% |
| 10Y | +218.2% | +1,057.6% | -839.4% | +105.3% |
| All | +1,432.4% | +504.4% | +928.0% | +723.6% |
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 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