+152.4%
CMI vs TT
+120.7%
+31.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.7% | +1.4% | -0.7% | -0.1% |
| 30D | -12.3% | -6.7% | -5.6% | -8.7% |
| 3M | -16.8% | -5.4% | -11.4% | -13.8% |
| 6M | +1.5% | +4.4% | -2.9% | +0.3% |
| YTD | +9.8% | +14.9% | -5.1% | +3.9% |
| 1Y | +42.6% | +9.3% | +33.3% | +37.8% |
| All | +152.4% | +120.7% | +31.7% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling