+10.7%
TTMI vs CLX
-6.5%
+17.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.7% | -15.8% | -8.3% |
| 7D | -19.2% | +14.2% | -33.4% | -15.7% |
| 30D | -44.9% | +22.7% | -67.6% | -41.4% |
| 3M | -44.7% | -2.8% | -42.0% | -42.6% |
| 6M | -53.4% | +17.7% | -71.1% | -52.3% |
| YTD | +6.3% | +3.3% | +3.0% | +18.9% |
| 1Y | +10.7% | -5.6% | +16.3% | +26.2% |
| All | +10.7% | -6.5% | +17.2% | +26.2% |
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