+794.3%
TTMI vs CAVA
+28.6%
+765.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.6% |
| 7D | +6.0% | -12.4% | +18.5% | +9.1% |
| 30D | -6.4% | -11.2% | +4.8% | -4.4% |
| 3M | -28.9% | -33.8% | +4.9% | -22.8% |
| 6M | +26.9% | -32.5% | +59.4% | +36.9% |
| YTD | +77.3% | -8.0% | +85.3% | +76.8% |
| 1Y | +147.5% | -17.1% | +164.6% | +151.2% |
| 3Y | +847.6% | +37.8% | +809.8% | +795.9% |
| All | +794.3% | +28.6% | +765.7% | +748.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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