+12.9%
CME vs TTMI
-49.8%
+62.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +3.0% |
| 7D | +2.5% | +7.2% | -4.8% | +3.3% |
| 30D | +13.9% | -28.7% | +42.6% | +11.2% |
| 3M | +22.4% | -39.8% | +62.2% | +18.0% |
| 6M | +12.9% | -51.7% | +64.6% | +7.8% |
| All | +12.9% | -49.8% | +62.7% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling