+172.6%
TTMI vs CLX
-20.9%
+193.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +8.6% |
| 7D | +5.9% | -9.2% | +15.1% | +3.9% |
| 30D | -4.3% | -11.0% | +6.7% | -6.4% |
| 3M | -32.0% | +5.0% | -37.1% | -32.4% |
| 6M | +19.5% | -18.8% | +38.3% | +16.9% |
| YTD | +82.0% | -4.4% | +86.4% | +96.9% |
| 1Y | +172.6% | -21.9% | +194.5% | +152.9% |
| All | +172.6% | -20.9% | +193.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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