+240.3%
TTMI vs CNP
+317.2%
-76.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.5% | +9.1% |
| 7D | +7.2% | -0.1% | +7.3% | +7.4% |
| 30D | -28.7% | +5.0% | -33.7% | -29.7% |
| 3M | -39.8% | +2.7% | -42.5% | -40.3% |
| 6M | -51.7% | -1.9% | -49.8% | -51.8% |
| YTD | +14.1% | +8.8% | +5.3% | +10.7% |
| 1Y | +16.0% | +5.6% | +10.3% | +13.3% |
| 3Y | +452.7% | +63.2% | +389.5% | +376.5% |
| 5Y | +451.5% | +73.8% | +377.7% | +367.6% |
| 10Y | +443.1% | +144.0% | +299.1% | +308.7% |
| All | +240.3% | +317.2% | -76.8% | +91.3% |
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