+1,566.4%
CB vs TTMI
+278.7%
+1,287.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.0% | -8.6% | -0.6% |
| 7D | -1.0% | +7.2% | -8.3% | -2.1% |
| 30D | +7.3% | -28.7% | +36.0% | +9.7% |
| 3M | +7.0% | -39.8% | +46.8% | +10.7% |
| 6M | +16.3% | -51.7% | +68.1% | +21.5% |
| YTD | +19.7% | +14.1% | +5.7% | +10.7% |
| 1Y | +27.8% | +16.0% | +11.8% | +17.2% |
| 3Y | +72.0% | +452.7% | -380.7% | +25.6% |
| 5Y | +104.9% | +451.5% | -346.6% | +46.6% |
| 10Y | +246.7% | +443.1% | -196.4% | +140.1% |
| All | +1,566.4% | +278.7% | +1,287.7% | +825.2% |
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 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