+1,084.3%
TTMI vs CNP
+137.1%
+947.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +6.0% | -2.2% | +8.2% | +6.9% |
| 30D | -6.4% | -2.1% | -4.4% | -5.6% |
| 3M | -28.9% | -7.9% | -21.0% | -27.0% |
| 6M | +26.9% | -8.3% | +35.2% | +30.1% |
| YTD | +77.3% | +3.8% | +73.5% | +72.6% |
| 1Y | +147.5% | +5.9% | +141.6% | +137.9% |
| 3Y | +847.6% | +49.3% | +798.4% | +669.0% |
| 5Y | +802.2% | +69.3% | +732.9% | +589.2% |
| All | +1,084.3% | +137.1% | +947.3% | +704.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling