-52.9%
CBRS vs TTMI
-46.7%
-6.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.9% | +14.1% | +12.7% |
| 7D | +21.2% | +11.4% | +9.8% | +14.5% |
| 30D | -23.2% | -28.3% | +5.1% | -13.1% |
| 3M | -52.9% | -46.7% | -6.3% | -36.0% |
| All | -52.9% | -46.7% | -6.2% | -36.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling