-1.9%
CMI vs TT
-2.3%
+0.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +0.5% | +4.0% | -3.6% | -2.7% |
| 30D | -14.0% | -11.3% | -2.7% | -5.6% |
| 3M | -28.1% | -12.3% | -15.9% | -20.4% |
| 6M | -35.8% | -10.8% | -25.0% | -29.7% |
| YTD | -10.5% | +8.2% | -18.7% | -10.7% |
| 1Y | -1.9% | +1.5% | -3.3% | +1.4% |
| All | -1.9% | -2.3% | +0.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling