-70.0%
CPNG vs TTMI
+770.1%
-840.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -7.6% | +7.5% | -15.1% | -9.0% |
| 30D | -8.8% | -4.5% | -4.4% | -8.6% |
| 3M | -7.2% | -28.5% | +21.3% | -2.9% |
| 6M | -21.5% | +28.4% | -49.9% | -30.0% |
| YTD | -37.4% | +80.1% | -117.5% | -49.6% |
| 1Y | -54.3% | +161.0% | -215.4% | -67.5% |
| 3Y | -20.3% | +862.4% | -882.7% | -64.2% |
| 5Y | -51.2% | +812.9% | -864.1% | -79.0% |
| All | -70.0% | +770.1% | -840.1% | -86.7% |
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 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