+446.8%
TTMI vs CAKE
+681.0%
-234.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.8% | +2.7% |
| 7D | +0.7% | -4.5% | +5.2% | +2.6% |
| 30D | -8.4% | -12.4% | +4.0% | -3.7% |
| 3M | -32.5% | +37.3% | -69.8% | -41.8% |
| 6M | +32.5% | +70.7% | -38.2% | +3.6% |
| YTD | +83.2% | +106.0% | -22.7% | +32.0% |
| 1Y | +161.7% | +79.7% | +82.0% | +97.7% |
| 3Y | +890.1% | +267.8% | +622.4% | +438.3% |
| 5Y | +832.4% | +159.9% | +672.6% | +444.9% |
| 10Y | +1,115.8% | +154.3% | +961.4% | +456.0% |
| All | +446.8% | +681.0% | -234.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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