+53.4%
CL vs TTMI
+1,093.3%
-1,039.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -1.4% | +12.2% | -13.5% | -1.7% |
| 30D | -5.2% | -5.7% | +0.5% | -5.1% |
| 3M | +3.3% | -27.5% | +30.8% | +4.2% |
| 6M | -4.4% | +47.1% | -51.5% | -7.4% |
| YTD | +13.9% | +87.5% | -73.5% | +8.5% |
| 1Y | +7.6% | +175.2% | -167.6% | -0.7% |
| 3Y | +29.6% | +901.9% | -872.4% | +4.5% |
| 5Y | +28.1% | +843.5% | -815.4% | +2.2% |
| 10Y | +53.4% | +1,077.0% | -1,023.6% | +16.2% |
| All | +53.4% | +1,093.3% | -1,039.9% | +16.2% |
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