+189.0%
CDE vs TTMI
+830.4%
-641.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | 0.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.5% |
| 30D | +9.5% | -8.4% | +17.9% | +11.9% |
| 3M | +25.5% | -32.5% | +57.9% | +40.6% |
| 6M | -7.9% | +32.5% | -40.4% | -21.9% |
| YTD | +15.6% | +83.2% | -67.7% | -16.1% |
| 1Y | +34.0% | +161.7% | -127.6% | -18.2% |
| 3Y | +791.9% | +890.1% | -98.2% | +170.0% |
| All | +189.0% | +830.4% | -641.4% | -16.9% |
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