+224.3%
CTVA vs TTMI
+1,263.0%
-1,038.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.8% |
| 7D | -2.1% | +12.2% | -14.2% | -4.2% |
| 30D | +12.0% | -5.7% | +17.8% | +12.6% |
| 3M | +13.5% | -27.5% | +41.0% | +18.1% |
| 6M | +12.1% | +47.1% | -35.0% | -2.4% |
| YTD | +29.0% | +87.5% | -58.5% | +3.7% |
| 1Y | +18.9% | +175.2% | -156.4% | -16.1% |
| 3Y | +78.9% | +901.9% | -823.1% | -21.9% |
| 5Y | +105.2% | +843.5% | -738.2% | -15.6% |
| All | +224.3% | +1,263.0% | -1,038.8% | +6.7% |
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