+11.8%
CRM vs TTMI
+876.4%
-864.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | +2.0% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | +28.1% | -8.4% | +36.6% | +28.1% |
| 3M | +48.8% | -32.5% | +81.3% | +50.3% |
| 6M | +28.3% | +32.5% | -4.2% | +21.0% |
| YTD | -6.0% | +83.2% | -89.3% | -17.3% |
| 1Y | +1.4% | +161.7% | -160.2% | -18.2% |
| 3Y | +11.8% | +890.1% | -878.3% | -36.1% |
| All | +11.8% | +876.4% | -864.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling