+60.4%
CVS vs TTMI
+394.2%
-333.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +6.6% | +11.4% | -4.8% | +5.2% |
| 30D | -0.4% | -28.3% | +27.9% | +1.9% |
| 3M | -5.3% | -46.7% | +41.4% | -0.4% |
| 6M | -7.7% | -56.1% | +48.4% | -1.9% |
| YTD | +16.0% | +7.4% | +8.7% | +7.6% |
| 1Y | +16.2% | +17.4% | -1.2% | +5.9% |
| 3Y | +47.6% | +429.1% | -381.6% | +3.0% |
| 5Y | +12.3% | +418.8% | -406.4% | -24.0% |
| All | +60.4% | +394.2% | -333.8% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling