+14.3%
CL vs TTMI
-49.8%
+64.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.0% | +1.1% |
| 7D | -0.8% | +7.2% | -8.0% | +0.4% |
| 30D | +9.5% | -28.7% | +38.2% | +6.2% |
| 3M | +6.8% | -39.8% | +46.6% | +1.9% |
| 6M | +14.3% | -51.7% | +66.0% | +7.1% |
| All | +14.3% | -49.8% | +64.0% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling