+77.5%
CME vs TTMI
+844.2%
-766.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.0% |
| 7D | -2.9% | +12.2% | -15.0% | -2.7% |
| 30D | +5.5% | -5.7% | +11.3% | +5.5% |
| 3M | +11.0% | -27.5% | +38.5% | +10.8% |
| 6M | -9.7% | +47.1% | -56.8% | -9.8% |
| YTD | +4.9% | +87.5% | -82.6% | +4.6% |
| 1Y | +10.1% | +175.2% | -165.1% | +9.2% |
| 3Y | +53.5% | +901.9% | -848.4% | +41.2% |
| All | +77.5% | +844.2% | -766.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling