+1.4%
CI vs TTMI
+355.9%
-354.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.9% | -9.5% | -2.3% |
| 7D | -1.6% | -19.8% | +18.3% | -2.5% |
| 30D | +5.4% | -48.1% | +53.5% | +2.9% |
| 3M | +7.3% | -51.2% | +58.5% | +4.7% |
| 6M | +5.3% | -59.6% | +64.9% | +2.5% |
| YTD | +8.5% | -3.6% | +12.1% | +8.4% |
| 1Y | +17.1% | -2.3% | +19.5% | +17.3% |
| 3Y | +1.4% | +369.4% | -368.0% | +4.1% |
| All | +1.4% | +355.9% | -354.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling