+54.1%
CCL vs TTMI
+857.4%
-803.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.1% |
| 7D | -0.1% | +12.2% | -12.3% | -3.3% |
| 30D | -20.0% | -5.7% | -14.2% | -19.2% |
| 3M | -13.7% | -27.5% | +13.8% | -7.6% |
| 6M | -9.0% | +47.1% | -56.2% | -24.8% |
| YTD | -22.8% | +87.5% | -110.3% | -43.5% |
| 1Y | -25.3% | +175.2% | -200.5% | -55.4% |
| 3Y | +54.1% | +901.9% | -847.9% | -46.7% |
| All | +54.1% | +857.4% | -803.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling