+670.8%
CL vs TTMI
+220.0%
+450.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.9% | -9.1% | -2.4% |
| 7D | +1.3% | -19.8% | +21.1% | +2.0% |
| 30D | +11.4% | -48.1% | +59.5% | +13.6% |
| 3M | +4.4% | -51.2% | +55.6% | +6.6% |
| 6M | +10.8% | -59.6% | +70.4% | +13.4% |
| YTD | +25.1% | -3.6% | +28.7% | +22.3% |
| 1Y | +28.0% | -2.3% | +30.3% | +24.7% |
| 3Y | +37.6% | +369.4% | -331.8% | +22.2% |
| 5Y | +39.7% | +365.4% | -325.7% | +23.0% |
| 10Y | +75.8% | +413.2% | -337.4% | +51.5% |
| All | +670.8% | +220.0% | +450.7% | +526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling