+9.3%
CME vs TTMI
+171.3%
-162.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | +0.2% |
| 7D | -1.6% | +5.9% | -7.4% | -1.2% |
| 30D | +6.2% | -4.3% | +10.5% | +6.1% |
| 3M | +10.4% | -32.0% | +42.5% | +9.2% |
| 6M | -9.5% | +19.5% | -29.0% | -8.2% |
| YTD | +6.0% | +82.0% | -76.0% | +10.2% |
| 1Y | +9.3% | +172.6% | -163.4% | +20.5% |
| All | +9.3% | +171.3% | -162.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling