+272.2%
CME vs TTMI
+1,087.8%
-815.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.4% | +6.0% | -8.4% | -2.8% |
| 30D | +6.2% | -6.4% | +12.6% | +6.5% |
| 3M | +4.4% | -28.9% | +33.3% | +6.0% |
| 6M | -9.6% | +26.9% | -36.5% | -13.3% |
| YTD | +3.8% | +77.3% | -73.5% | -4.1% |
| 1Y | +9.5% | +147.5% | -138.0% | -3.2% |
| 3Y | +51.9% | +847.6% | -795.7% | +8.3% |
| 5Y | +78.7% | +802.2% | -723.5% | +24.4% |
| All | +272.2% | +1,087.8% | -815.5% | +143.3% |
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 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