+84.6%
CL vs TTMI
+437.7%
-353.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.3% | -11.8% | +1.2% |
| 7D | +0.5% | -1.6% | +2.2% | +0.5% |
| 30D | +11.6% | -37.7% | +49.3% | +12.5% |
| 3M | +5.6% | -45.1% | +50.7% | +6.8% |
| 6M | +13.2% | -52.1% | +65.3% | +14.3% |
| YTD | +26.9% | +9.2% | +17.7% | +21.8% |
| 1Y | +27.3% | +12.9% | +14.4% | +21.5% |
| 3Y | +39.7% | +445.5% | -405.8% | +13.7% |
| 5Y | +41.3% | +427.9% | -386.6% | +13.2% |
| All | +84.6% | +437.7% | -353.1% | +40.3% |
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 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