-0.9%
CCL vs TTMI
+806.9%
-807.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | -0.8% |
| 7D | -4.4% | +7.5% | -11.9% | -6.9% |
| 30D | -18.2% | -4.5% | -13.7% | -17.7% |
| 3M | -17.7% | -28.5% | +10.8% | -10.6% |
| 6M | -13.0% | +28.4% | -41.4% | -27.3% |
| YTD | -24.5% | +80.1% | -104.5% | -47.5% |
| 1Y | -26.9% | +161.0% | -188.0% | -59.3% |
| 3Y | +50.8% | +862.4% | -811.7% | -59.8% |
| 5Y | -0.9% | +812.9% | -813.9% | -74.5% |
| All | -0.9% | +806.9% | -807.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling