+141.0%
CI vs TTMI
+1,044.1%
-903.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.2% |
| 7D | -1.1% | +7.5% | -8.6% | -1.9% |
| 30D | +0.5% | -4.5% | +5.0% | +0.6% |
| 3M | -5.2% | -28.5% | +23.4% | -2.9% |
| 6M | +4.3% | +28.4% | -24.0% | -1.9% |
| YTD | +2.8% | +80.1% | -77.3% | -8.6% |
| 1Y | -5.8% | +161.0% | -166.8% | -21.9% |
| 3Y | +4.7% | +862.4% | -857.7% | -34.6% |
| 5Y | +42.7% | +812.9% | -770.2% | -13.8% |
| 10Y | +141.0% | +1,094.7% | -953.8% | +32.7% |
| All | +141.0% | +1,044.1% | -903.2% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling