+7.1%
CRM vs TTMI
+171.3%
-164.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -0.7% |
| 7D | +1.3% | +5.9% | -4.6% | +2.2% |
| 30D | +34.3% | -4.3% | +38.6% | +34.0% |
| 3M | +37.7% | -32.0% | +69.7% | +34.0% |
| 6M | +34.9% | +19.5% | +15.5% | +36.7% |
| YTD | -1.6% | +82.0% | -83.7% | -2.0% |
| 1Y | +7.1% | +172.6% | -165.5% | +6.5% |
| All | +7.1% | +171.3% | -164.1% | +6.5% |
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