-43.4%
CCL vs TTMI
+1,087.8%
-1,131.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -4.3% | +6.0% | -10.3% | -6.7% |
| 30D | -19.0% | -6.4% | -12.5% | -17.7% |
| 3M | -13.1% | -28.9% | +15.8% | -4.7% |
| 6M | -13.3% | +26.9% | -40.2% | -28.4% |
| YTD | -25.2% | +77.3% | -102.5% | -49.2% |
| 1Y | -27.2% | +147.5% | -174.7% | -59.6% |
| 3Y | +49.2% | +847.6% | -798.4% | -59.7% |
| 5Y | +0.4% | +802.2% | -801.9% | -73.2% |
| All | -43.4% | +1,087.8% | -1,131.1% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling