+27.7%
CL vs TTMI
+13.7%
+14.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.0% | +0.6% |
| 7D | -0.8% | +7.2% | -8.0% | 0.0% |
| 30D | +9.5% | -28.7% | +38.2% | +8.0% |
| 3M | +6.8% | -39.8% | +46.6% | +4.6% |
| 6M | +14.3% | -51.7% | +66.0% | +11.0% |
| YTD | +27.0% | +14.1% | +12.9% | +27.8% |
| All | +27.7% | +13.7% | +14.1% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling