+30.8%
CVS vs TTMI
+155.3%
-124.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -0.8% |
| 7D | -2.2% | +0.7% | -2.8% | -2.2% |
| 30D | -0.1% | -8.4% | +8.4% | +0.2% |
| 3M | -5.2% | -32.5% | +27.3% | -3.6% |
| 6M | +26.9% | +32.5% | -5.6% | +22.3% |
| YTD | +22.1% | +83.2% | -61.2% | +16.0% |
| 1Y | +30.8% | +161.7% | -130.9% | +24.6% |
| All | +30.8% | +155.3% | -124.5% | +24.6% |
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