+1,124.0%
TTMI vs CLX
-3.7%
+1,127.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | +0.7% | -5.7% | +6.4% | +1.3% |
| 30D | -8.4% | -17.0% | +8.6% | -6.7% |
| 3M | -32.5% | -9.7% | -22.8% | -32.0% |
| 6M | +32.5% | -19.8% | +52.3% | +35.4% |
| YTD | +83.2% | -9.8% | +93.1% | +84.4% |
| 1Y | +161.7% | -26.2% | +187.8% | +170.0% |
| 3Y | +890.1% | -36.2% | +926.3% | +936.7% |
| 5Y | +832.4% | -38.3% | +870.8% | +870.5% |
| All | +1,124.0% | -3.7% | +1,127.7% | +1,086.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling