+829.0%
TTMI vs CNI
+12.6%
+816.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.8% |
| 7D | +0.7% | -0.4% | +1.0% | +0.9% |
| 30D | -8.4% | -2.7% | -5.7% | -6.9% |
| 3M | -32.5% | +3.9% | -36.4% | -34.9% |
| 6M | +32.5% | +16.4% | +16.1% | +18.1% |
| YTD | +83.2% | +25.8% | +57.4% | +54.3% |
| 1Y | +161.7% | +32.4% | +129.3% | +112.5% |
| 3Y | +890.1% | +19.1% | +871.1% | +750.5% |
| All | +829.0% | +12.6% | +816.4% | +732.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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