+53.5%
CME vs TTMI
+857.4%
-803.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -0.9% |
| 7D | -2.9% | +12.2% | -15.0% | -2.2% |
| 30D | +5.5% | -5.7% | +11.3% | +5.3% |
| 3M | +11.0% | -27.5% | +38.5% | +9.9% |
| 6M | -9.7% | +47.1% | -56.8% | -7.2% |
| YTD | +4.9% | +87.5% | -82.6% | +9.7% |
| 1Y | +10.1% | +175.2% | -165.1% | +18.4% |
| 3Y | +53.5% | +901.9% | -848.4% | +78.0% |
| All | +53.5% | +857.4% | -803.9% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling