+812.9%
TTMI vs CLX
-37.0%
+849.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.9% |
| 7D | +7.5% | -4.9% | +12.4% | +7.6% |
| 30D | -4.5% | -15.8% | +11.3% | -4.0% |
| 3M | -28.5% | -7.9% | -20.6% | -28.5% |
| 6M | +28.4% | -19.0% | +47.4% | +29.8% |
| YTD | +80.1% | -7.9% | +88.0% | +80.7% |
| 1Y | +161.0% | -25.4% | +186.4% | +166.2% |
| 3Y | +862.4% | -35.0% | +897.4% | +889.6% |
| 5Y | +812.9% | -36.8% | +849.7% | +854.1% |
| All | +812.9% | -37.0% | +849.9% | +854.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling