+86.4%
CL vs TTMI
+425.0%
-338.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.0% | -0.2% |
| 7D | -0.8% | +7.2% | -8.0% | -0.9% |
| 30D | +9.5% | -28.7% | +38.2% | +10.1% |
| 3M | +6.8% | -39.8% | +46.6% | +7.7% |
| 6M | +14.3% | -51.7% | +66.0% | +15.6% |
| YTD | +27.0% | +14.1% | +12.9% | +21.8% |
| 1Y | +26.3% | +16.0% | +10.3% | +20.6% |
| 3Y | +39.3% | +452.7% | -413.4% | +13.5% |
| 5Y | +41.5% | +451.5% | -410.0% | +13.1% |
| All | +86.4% | +425.0% | -338.6% | +41.4% |
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