+3,682.3%
CLS vs TTMI
+806.9%
+2,875.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +3.3% |
| 7D | +20.1% | +7.5% | +12.6% | +14.9% |
| 30D | +6.0% | -4.5% | +10.5% | +8.3% |
| 3M | -10.3% | -28.5% | +18.2% | +5.2% |
| 6M | +24.5% | +28.4% | -3.9% | +1.6% |
| YTD | +12.9% | +80.1% | -67.2% | -27.7% |
| 1Y | +36.7% | +161.0% | -124.4% | -29.4% |
| 3Y | +1,328.1% | +862.4% | +465.6% | +284.9% |
| 5Y | +3,682.3% | +812.9% | +2,869.4% | +907.8% |
| All | +3,682.3% | +806.9% | +2,875.4% | +907.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling