+41.0%
CVS vs TTMI
+1,087.8%
-1,046.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.0% | +6.0% | -8.0% | -2.7% |
| 30D | +1.9% | -6.4% | +8.3% | +2.4% |
| 3M | -2.2% | -28.9% | +26.7% | +0.6% |
| 6M | +26.7% | +26.9% | -0.1% | +19.7% |
| YTD | +22.9% | +77.3% | -54.4% | +10.1% |
| 1Y | +32.9% | +147.5% | -114.6% | +12.6% |
| 3Y | +62.3% | +847.6% | -785.3% | +9.0% |
| 5Y | +34.2% | +802.2% | -768.0% | -12.0% |
| All | +41.0% | +1,087.8% | -1,046.8% | -13.2% |
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