+161.7%
TTMI vs CLX
-25.9%
+187.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.1% |
| 7D | +0.7% | -5.7% | +6.4% | -0.4% |
| 30D | -8.4% | -17.0% | +8.6% | -11.6% |
| 3M | -32.5% | -9.7% | -22.8% | -33.3% |
| 6M | +32.5% | -19.8% | +52.3% | +29.4% |
| YTD | +83.2% | -9.8% | +93.1% | +96.8% |
| 1Y | +161.7% | -26.2% | +187.8% | +134.0% |
| All | +161.7% | -25.9% | +187.5% | +134.0% |
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