+443.1%
TTMI vs CLX
+413.1%
+30.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +9.3% |
| 7D | +5.9% | -9.2% | +15.1% | +9.3% |
| 30D | -4.3% | -11.0% | +6.7% | -0.8% |
| 3M | -32.0% | +5.0% | -37.1% | -34.3% |
| 6M | +19.5% | -18.8% | +38.3% | +26.2% |
| YTD | +82.0% | -4.4% | +86.4% | +81.0% |
| 1Y | +172.6% | -21.9% | +194.5% | +189.4% |
| 3Y | +744.7% | -32.8% | +777.4% | +827.9% |
| 5Y | +805.6% | -34.6% | +840.1% | +871.7% |
| 10Y | +1,057.6% | -4.7% | +1,062.3% | +846.3% |
| All | +443.1% | +413.1% | +30.1% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling