+12,541.7%
CMI vs TTMI
+497.9%
+12,043.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | +0.7% | +7.5% | -6.8% | -1.1% |
| 30D | -12.3% | -4.5% | -7.8% | -11.7% |
| 3M | -16.8% | -28.5% | +11.7% | -11.4% |
| 6M | +1.5% | +28.4% | -26.8% | -6.8% |
| YTD | +9.8% | +80.1% | -70.3% | -8.1% |
| 1Y | +42.6% | +161.0% | -118.5% | +7.9% |
| 3Y | +151.0% | +862.4% | -711.4% | +35.5% |
| 5Y | +167.0% | +812.9% | -645.9% | +42.0% |
| 10Y | +512.2% | +1,094.7% | -582.6% | +186.9% |
| All | +12,541.7% | +497.9% | +12,043.8% | +4,503.0% |
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