+1,143.8%
TTMI vs CP
+228.2%
+915.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | +12.2% | +2.4% | +9.7% | +10.5% |
| 30D | -5.7% | -0.5% | -5.2% | -5.5% |
| 3M | -27.5% | +1.4% | -28.9% | -29.0% |
| 6M | +47.1% | +10.3% | +36.8% | +37.4% |
| YTD | +87.5% | +24.3% | +63.2% | +61.9% |
| 1Y | +175.2% | +20.4% | +154.8% | +142.1% |
| 3Y | +901.9% | +21.8% | +880.2% | +762.0% |
| 5Y | +843.5% | +31.5% | +812.0% | +664.0% |
| All | +1,143.8% | +228.2% | +915.6% | +480.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling