+873.0%
TTMI vs CHRW
+85.4%
+787.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.0% |
| 7D | +7.5% | +4.1% | +3.4% | +6.6% |
| 30D | -4.5% | +1.9% | -6.4% | -4.8% |
| 3M | -28.5% | -21.2% | -7.4% | -25.2% |
| 6M | +28.4% | -16.7% | +45.0% | +32.0% |
| YTD | +80.1% | -5.4% | +85.4% | +78.6% |
| 1Y | +161.0% | +21.2% | +139.9% | +143.5% |
| All | +873.0% | +85.4% | +787.6% | +644.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling