+30.0%
CL vs TTMI
+804.2%
-774.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -1.3% |
| 7D | -2.2% | +5.9% | -8.0% | -2.1% |
| 30D | -4.8% | -4.3% | -0.5% | -4.9% |
| 3M | +4.9% | -32.0% | +37.0% | +4.6% |
| 6M | -5.7% | +19.5% | -25.2% | -5.9% |
| YTD | +14.4% | +82.0% | -67.6% | +14.4% |
| 1Y | +8.7% | +172.6% | -163.9% | +8.3% |
| 3Y | +30.0% | +744.7% | -714.7% | +22.8% |
| All | +30.0% | +804.2% | -774.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling