+10.7%
TTMI vs CLBK
+65.7%
-55.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.9% | -11.0% | -10.2% |
| 7D | -19.2% | +4.6% | -23.8% | -19.6% |
| 30D | -44.9% | -1.5% | -43.4% | -44.4% |
| 3M | -44.7% | +4.4% | -49.1% | -44.8% |
| 6M | -53.4% | +31.7% | -85.1% | -56.1% |
| YTD | +6.3% | +58.7% | -52.4% | -4.8% |
| 1Y | +10.7% | +64.9% | -54.2% | -4.7% |
| All | +10.7% | +65.7% | -55.1% | -4.7% |
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