+5.6%
CDE vs TTMI
+9.6%
-4.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -10.1% | +18.8% | +11.3% |
| 7D | +1.1% | -19.2% | +20.3% | +6.4% |
| 30D | -14.5% | -44.9% | +30.4% | -1.5% |
| 3M | -10.1% | -44.7% | +34.7% | +2.4% |
| 6M | -16.9% | -53.4% | +36.5% | -2.5% |
| YTD | -18.1% | +6.3% | -24.5% | -23.1% |
| 1Y | +5.6% | +10.7% | -5.1% | -2.8% |
| All | +5.6% | +9.6% | -4.0% | -2.8% |
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