+36.1%
CCL vs TTMI
+451.1%
-415.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.2% | -2.8% |
| 7D | -1.5% | +7.2% | -8.8% | -4.2% |
| 30D | +16.5% | -28.7% | +45.1% | +24.5% |
| 3M | +11.2% | -39.8% | +51.0% | +23.7% |
| 6M | +22.6% | -51.7% | +74.3% | +41.6% |
| YTD | +2.6% | +14.1% | -11.5% | -21.5% |
| 1Y | +17.0% | +16.0% | +1.0% | -13.1% |
| 3Y | +145.5% | +452.7% | -307.1% | -24.4% |
| 5Y | +36.1% | +451.5% | -415.4% | -65.6% |
| All | +36.1% | +451.1% | -415.0% | -65.6% |
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