+1,064.1%
CI vs TTMI
+247.6%
+816.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.7% | +3.0% |
| 7D | +2.6% | -11.5% | +14.1% | +3.6% |
| 30D | +7.3% | -40.3% | +47.6% | +12.0% |
| 3M | +9.5% | -44.5% | +54.0% | +14.5% |
| 6M | +6.4% | -54.1% | +60.5% | +12.2% |
| YTD | +12.0% | +4.7% | +7.3% | +4.6% |
| 1Y | +20.1% | +3.3% | +16.7% | +11.6% |
| 3Y | +9.6% | +407.2% | -397.7% | -20.2% |
| 5Y | +52.7% | +406.5% | -353.8% | +8.6% |
| 10Y | +150.3% | +420.4% | -270.1% | +71.9% |
| All | +1,064.1% | +247.6% | +816.5% | +541.3% |
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