+229.9%
TTMI vs CNP
+316.7%
-86.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +22.6% | +2.5% | +20.1% | +21.8% |
| 30D | -34.3% | +4.0% | -38.3% | -35.1% |
| 3M | -44.8% | +1.6% | -46.4% | -45.1% |
| 6M | -53.3% | -1.7% | -51.6% | -53.4% |
| YTD | +10.6% | +8.6% | +1.9% | +7.4% |
| 1Y | +8.2% | +5.8% | +2.4% | +5.7% |
| 3Y | +435.7% | +63.0% | +372.7% | +362.0% |
| 5Y | +434.2% | +74.7% | +359.5% | +352.3% |
| 10Y | +426.4% | +143.7% | +282.7% | +296.3% |
| All | +229.9% | +316.7% | -86.8% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling