+95.2%
CNC vs TTMI
+1,127.6%
-1,032.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -1.0% | -8.4% | +7.5% | -0.2% |
| 3M | +4.5% | -32.5% | +37.0% | +8.5% |
| 6M | +85.2% | +32.5% | +52.7% | +72.7% |
| YTD | +61.4% | +83.2% | -21.8% | +41.5% |
| 1Y | +94.9% | +161.7% | -66.8% | +59.5% |
| 3Y | 0.0% | +890.1% | -890.1% | -39.5% |
| 5Y | +11.2% | +832.4% | -821.2% | -34.7% |
| All | +95.2% | +1,127.6% | -1,032.3% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling