+1,929.4%
CLS vs TTMI
+467.0%
+1,462.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +9.0% | -0.5% | +3.8% |
| 7D | +2.8% | +7.2% | -4.5% | -1.1% |
| 30D | -30.1% | -28.7% | -1.4% | -18.8% |
| 3M | -21.7% | -39.8% | +18.1% | -1.3% |
| 6M | -36.2% | -51.7% | +15.5% | -12.5% |
| YTD | -17.8% | +14.1% | -31.9% | -30.7% |
| 1Y | -26.8% | +16.0% | -42.8% | -38.4% |
| 3Y | +853.4% | +452.7% | +400.7% | +285.8% |
| 5Y | +2,005.0% | +451.5% | +1,553.5% | +714.9% |
| 10Y | +1,929.4% | +443.1% | +1,486.3% | +643.2% |
| All | +1,929.4% | +467.0% | +1,462.4% | +643.2% |
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