+568.5%
CVS vs TTMI
+522.4%
+46.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | -1.6% | +12.2% | -13.7% | -2.6% |
| 30D | +0.4% | -5.7% | +6.1% | +0.7% |
| 3M | -0.4% | -27.5% | +27.1% | +1.4% |
| 6M | +25.1% | +47.1% | -22.0% | +19.0% |
| YTD | +23.9% | +87.5% | -63.6% | +14.7% |
| 1Y | +41.1% | +175.2% | -134.1% | +25.5% |
| 3Y | +63.6% | +901.9% | -838.3% | +27.8% |
| 5Y | +31.5% | +843.5% | -811.9% | +1.9% |
| 10Y | +40.5% | +1,077.0% | -1,036.5% | +4.4% |
| All | +568.5% | +522.4% | +46.1% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling