-34.0%
CCL vs TTMI
+394.2%
-428.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | -1.2% | +11.4% | -12.6% | -5.4% |
| 30D | +13.1% | -28.3% | +41.4% | +22.2% |
| 3M | +3.4% | -46.7% | +50.0% | +22.8% |
| 6M | +18.7% | -56.1% | +74.8% | +45.5% |
| YTD | -2.3% | +7.4% | -9.6% | -25.4% |
| 1Y | +14.2% | +17.4% | -3.2% | -18.5% |
| 3Y | +133.6% | +429.1% | -295.6% | -28.9% |
| 5Y | +33.5% | +418.8% | -385.3% | -60.7% |
| All | -34.0% | +394.2% | -428.2% | -81.9% |
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