+172.6%
TTMI vs CLBK
+73.3%
+99.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | +1.2% | +4.6% | +5.7% |
| 30D | -4.3% | +9.1% | -13.4% | -5.3% |
| 3M | -32.0% | +27.7% | -59.7% | -34.2% |
| 6M | +19.5% | +40.8% | -21.4% | +12.4% |
| YTD | +82.0% | +66.4% | +15.6% | +67.9% |
| 1Y | +172.6% | +72.4% | +100.3% | +158.7% |
| All | +172.6% | +73.3% | +99.3% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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