+1,312.5%
CLS vs TTMI
+857.4%
+455.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.7% | +3.8% |
| 7D | +12.8% | +12.2% | +0.6% | +4.7% |
| 30D | +3.8% | -5.7% | +9.5% | +7.0% |
| 3M | -14.6% | -27.5% | +12.9% | +0.9% |
| 6M | +32.2% | +47.1% | -14.9% | -5.0% |
| YTD | +11.6% | +87.5% | -75.8% | -36.0% |
| 1Y | +35.1% | +175.2% | -140.2% | -41.6% |
| 3Y | +1,312.5% | +901.9% | +410.6% | +203.1% |
| All | +1,312.5% | +857.4% | +455.1% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling