+443.1%
TTMI vs CHRW
+1,579.9%
-1,136.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.8% | +8.3% |
| 7D | +5.9% | -1.4% | +7.3% | +6.6% |
| 30D | -4.3% | -3.5% | -0.8% | -2.8% |
| 3M | -32.0% | -19.4% | -12.7% | -26.1% |
| 6M | +19.5% | -21.4% | +40.8% | +29.9% |
| YTD | +82.0% | -7.1% | +89.2% | +80.6% |
| 1Y | +172.6% | +17.8% | +154.8% | +137.6% |
| 3Y | +744.7% | +78.8% | +665.9% | +471.5% |
| 5Y | +805.6% | +83.5% | +722.0% | +482.5% |
| 10Y | +1,057.6% | +160.2% | +897.4% | +475.2% |
| All | +443.1% | +1,579.9% | -1,136.8% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling