+978.9%
CI vs TTMI
+504.4%
+474.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.8% | -10.2% | -2.4% |
| 7D | +1.3% | +5.9% | -4.6% | +0.5% |
| 30D | +4.4% | -4.3% | +8.7% | +4.6% |
| 3M | +0.7% | -32.0% | +32.7% | +3.8% |
| 6M | +0.3% | +19.5% | -19.1% | -4.7% |
| YTD | +3.8% | +82.0% | -78.2% | -7.3% |
| 1Y | -5.5% | +172.6% | -178.1% | -20.8% |
| 3Y | +8.1% | +744.7% | -736.5% | -24.4% |
| 5Y | +42.8% | +805.6% | -762.8% | -3.2% |
| 10Y | +143.9% | +1,057.6% | -913.7% | +55.0% |
| All | +978.9% | +504.4% | +474.6% | +468.8% |
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 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