+11.7%
CMI vs TTMI
+9.6%
+2.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.1% | +4.3% | -3.5% |
| 7D | -11.2% | -19.2% | +8.0% | -7.0% |
| 30D | -9.8% | -44.9% | +35.0% | +1.7% |
| 3M | -25.5% | -44.7% | +19.2% | -16.6% |
| 6M | -27.7% | -53.4% | +25.7% | -16.4% |
| YTD | -6.6% | +6.3% | -13.0% | -8.7% |
| 1Y | +11.7% | +10.7% | +1.0% | +8.2% |
| All | +11.7% | +9.6% | +2.1% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling