-29.6%
CLS vs TTMI
+9.6%
-39.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -10.1% | +1.1% | -3.6% |
| 7D | -21.1% | -19.2% | -2.0% | -11.4% |
| 30D | -38.2% | -44.9% | +6.7% | -16.6% |
| 3M | -36.3% | -44.7% | +8.4% | -14.8% |
| 6M | -43.8% | -53.4% | +9.6% | -19.8% |
| YTD | -20.0% | +6.3% | -26.4% | -38.8% |
| 1Y | -29.6% | +10.7% | -40.3% | -47.9% |
| All | -29.6% | +9.6% | -39.2% | -47.9% |
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 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