+293.8%
CLS vs TTMI
+504.4%
-210.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | -2.2% |
| 7D | +4.6% | +5.9% | -1.3% | +2.4% |
| 30D | -13.9% | -4.3% | -9.6% | -13.0% |
| 3M | -26.6% | -32.0% | +5.5% | -17.1% |
| 6M | +15.4% | +19.5% | -4.0% | +6.8% |
| YTD | +5.7% | +82.0% | -76.4% | -16.2% |
| 1Y | +41.1% | +172.6% | -131.5% | -1.3% |
| 3Y | +1,228.6% | +744.7% | +483.9% | +553.9% |
| 5Y | +3,240.6% | +805.6% | +2,435.1% | +1,471.0% |
| 10Y | +2,760.3% | +1,057.6% | +1,702.7% | +1,080.2% |
| All | +293.8% | +504.4% | -210.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling