+35.4%
CVS vs TTMI
+171.3%
-135.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.9% |
| 7D | +4.0% | +5.9% | -1.9% | +3.7% |
| 30D | -2.4% | -4.3% | +1.9% | -2.3% |
| 3M | +2.7% | -32.0% | +34.7% | +4.3% |
| 6M | +21.9% | +19.5% | +2.4% | +18.0% |
| YTD | +24.7% | +82.0% | -57.3% | +17.8% |
| 1Y | +35.4% | +172.6% | -137.2% | +24.5% |
| All | +35.4% | +171.3% | -135.8% | +24.5% |
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