+420.4%
TTMI vs CP
+255.2%
+165.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.0% |
| 7D | -11.5% | +2.8% | -14.3% | -13.1% |
| 30D | -40.3% | +11.0% | -51.4% | -44.6% |
| 3M | -44.5% | +3.8% | -48.3% | -46.5% |
| 6M | -54.1% | +9.5% | -63.6% | -57.7% |
| YTD | +4.7% | +28.2% | -23.5% | -12.4% |
| 1Y | +3.3% | +33.0% | -29.6% | -15.3% |
| 3Y | +407.2% | +35.5% | +371.7% | +303.1% |
| 5Y | +406.5% | +25.8% | +380.7% | +317.1% |
| 10Y | +420.4% | +250.7% | +169.7% | +144.9% |
| All | +420.4% | +255.2% | +165.2% | +144.9% |
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