-35.8%
CBRS vs TTMI
-23.4%
-12.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -6.5% |
| 7D | +15.7% | +12.2% | +3.6% | +8.7% |
| 30D | -11.9% | -5.7% | -6.2% | -9.1% |
| 3M | -16.0% | -27.5% | +11.5% | -15.1% |
| All | -35.8% | -23.4% | -12.4% | -35.3% |
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 · Available span rolling