-28.8%
CCL vs TTMI
+155.3%
-184.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -17.8% | -8.4% | -9.3% | -16.9% |
| 3M | -18.7% | -32.5% | +13.8% | -14.1% |
| 6M | -11.4% | +32.5% | -43.9% | -18.5% |
| YTD | -24.3% | +83.2% | -107.6% | -33.7% |
| 1Y | -28.8% | +161.7% | -190.5% | -40.1% |
| All | -28.8% | +155.3% | -184.1% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling