+3,154.0%
CLS vs TTMI
+1,127.6%
+2,026.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.4% | +3.2% | +4.9% |
| 7D | +10.9% | +0.7% | +10.3% | +10.6% |
| 30D | +2.1% | -8.4% | +10.5% | +6.2% |
| 3M | -10.2% | -32.5% | +22.3% | +6.7% |
| 6M | +30.4% | +32.5% | -2.1% | +8.6% |
| YTD | +17.2% | +83.2% | -66.0% | -19.4% |
| 1Y | +41.0% | +161.7% | -120.6% | -18.2% |
| 3Y | +1,338.0% | +890.1% | +447.8% | +366.1% |
| 5Y | +3,860.6% | +832.4% | +3,028.1% | +1,165.0% |
| All | +3,154.0% | +1,127.6% | +2,026.4% | +866.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling