+901.9%
TTMI vs CNP
+54.5%
+847.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.9% |
| 7D | +12.2% | +1.6% | +10.5% | +11.9% |
| 30D | -5.7% | -0.8% | -4.9% | -5.7% |
| 3M | -27.5% | -3.6% | -23.9% | -27.7% |
| 6M | +47.1% | -6.9% | +54.1% | +47.6% |
| YTD | +87.5% | +6.4% | +81.0% | +82.2% |
| 1Y | +175.2% | +9.9% | +165.3% | +164.6% |
| 3Y | +901.9% | +53.1% | +848.8% | +699.7% |
| All | +901.9% | +54.5% | +847.4% | +699.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling