+429.1%
TTMI vs CLX
-6.4%
+435.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -2.7% |
| 7D | +11.4% | +9.5% | +1.9% | +13.1% |
| 30D | -28.3% | +30.7% | -59.0% | -24.3% |
| 3M | -46.7% | +4.2% | -50.9% | -44.7% |
| 6M | -56.1% | +22.1% | -78.2% | -54.0% |
| YTD | +7.4% | +14.1% | -6.7% | +13.8% |
| 1Y | +17.4% | +10.3% | +7.1% | +24.4% |
| 3Y | +429.1% | -7.8% | +436.9% | +453.6% |
| All | +429.1% | -6.4% | +435.5% | +453.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling