+172.6%
TTMI vs CP
+19.9%
+152.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | -2.7% | +8.5% | +6.9% |
| 30D | -4.3% | +0.2% | -4.5% | -4.4% |
| 3M | -32.0% | +2.6% | -34.6% | -33.3% |
| 6M | +19.5% | +6.0% | +13.5% | +11.8% |
| YTD | +82.0% | +24.9% | +57.1% | +71.3% |
| 1Y | +172.6% | +20.1% | +152.5% | +160.3% |
| All | +172.6% | +19.9% | +152.7% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling