+396.5%
TTMI vs CP
+257.3%
+139.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | +11.4% | +2.1% | +9.2% | +10.1% |
| 30D | -28.3% | +9.3% | -37.6% | -32.8% |
| 3M | -46.7% | +0.5% | -47.1% | -47.5% |
| 6M | -56.1% | +10.4% | -66.5% | -59.8% |
| YTD | +7.4% | +28.7% | -21.3% | -10.4% |
| 1Y | +17.4% | +33.2% | -15.8% | -4.0% |
| 3Y | +429.1% | +38.4% | +390.7% | +314.6% |
| 5Y | +418.8% | +26.2% | +392.6% | +326.0% |
| All | +396.5% | +257.3% | +139.2% | +126.2% |
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