+305.8%
CME vs TTMI
+467.0%
-161.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +1.7% |
| 7D | +2.5% | +7.2% | -4.8% | +2.0% |
| 30D | +13.9% | -28.7% | +42.6% | +15.3% |
| 3M | +22.4% | -39.8% | +62.2% | +24.7% |
| 6M | +12.9% | -51.7% | +64.6% | +15.9% |
| YTD | +19.6% | +14.1% | +5.5% | +11.9% |
| 1Y | +17.7% | +16.0% | +1.7% | +9.3% |
| 3Y | +65.3% | +452.7% | -387.3% | +19.9% |
| 5Y | +75.1% | +451.5% | -376.4% | +22.5% |
| 10Y | +305.8% | +443.1% | -137.4% | +165.6% |
| All | +305.8% | +467.0% | -161.2% | +165.6% |
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