+50.3%
CCL vs TTMI
+504.4%
-454.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.9% |
| 7D | -5.0% | +5.9% | -10.9% | -6.4% |
| 30D | -20.3% | -4.3% | -16.0% | -20.0% |
| 3M | -15.1% | -32.0% | +16.9% | -9.5% |
| 6M | -15.1% | +19.5% | -34.6% | -21.7% |
| YTD | -21.8% | +82.0% | -103.8% | -35.7% |
| 1Y | -24.8% | +172.6% | -197.4% | -44.7% |
| 3Y | +51.9% | +744.7% | -692.8% | -15.1% |
| 5Y | +4.0% | +805.6% | -801.5% | -43.0% |
| 10Y | -42.2% | +1,057.6% | -1,099.8% | -70.1% |
| All | +50.3% | +504.4% | -454.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling