+34.4%
CVS vs TTMI
+812.3%
-777.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | -1.9% | +7.5% | -9.4% | -2.4% |
| 30D | -0.3% | -4.5% | +4.2% | -0.2% |
| 3M | -1.1% | -28.5% | +27.4% | +0.6% |
| 6M | +23.7% | +28.4% | -4.7% | +19.1% |
| YTD | +23.0% | +80.1% | -57.1% | +14.7% |
| 1Y | +37.2% | +161.0% | -123.9% | +23.3% |
| 3Y | +62.4% | +862.4% | -800.0% | +26.7% |
| All | +34.4% | +812.3% | -777.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling