+7,663.4%
CME vs TTMI
+2,700.7%
+4,962.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +0.8% |
| 7D | +2.5% | +7.2% | -4.8% | +0.9% |
| 30D | +13.9% | -28.7% | +42.6% | +17.5% |
| 3M | +22.4% | -39.8% | +62.2% | +28.6% |
| 6M | +12.9% | -51.7% | +64.6% | +20.4% |
| YTD | +19.6% | +14.1% | +5.5% | +6.5% |
| 1Y | +17.7% | +16.0% | +1.7% | +3.5% |
| 3Y | +65.3% | +452.7% | -387.3% | +2.0% |
| 5Y | +75.1% | +451.5% | -376.4% | +3.8% |
| 10Y | +305.8% | +443.1% | -137.4% | +126.2% |
| All | +7,663.4% | +2,700.7% | +4,962.7% | +2,609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling