+10.7%
TTMI vs CAI
+12.6%
-1.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.1% | -11.2% | -10.3% |
| 7D | -19.2% | -6.3% | -12.9% | -18.2% |
| 30D | -44.9% | +9.3% | -54.2% | -45.5% |
| 3M | -44.7% | +106.3% | -151.1% | -52.8% |
| 6M | -53.4% | +77.7% | -131.1% | -59.1% |
| YTD | +6.3% | +23.1% | -16.8% | +1.1% |
| 1Y | +10.7% | +6.5% | +4.2% | +6.7% |
| All | +10.7% | +12.6% | -1.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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