+4.0%
CNC vs TTMI
+800.2%
-796.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | -3.9% | +6.0% | -9.9% | -4.1% |
| 30D | +0.8% | -6.4% | +7.2% | +1.0% |
| 3M | +0.1% | -28.9% | +29.0% | +1.0% |
| 6M | +79.7% | +26.9% | +52.8% | +75.7% |
| YTD | +58.9% | +77.3% | -18.4% | +52.1% |
| 1Y | +109.1% | +147.5% | -38.4% | +95.6% |
| 3Y | 0.0% | +847.6% | -847.7% | -18.5% |
| All | +4.0% | +800.2% | -796.2% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling