+369.4%
TTMI vs CP
+26.5%
+342.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.6% |
| 7D | -19.8% | +2.8% | -22.6% | -21.0% |
| 30D | -48.1% | +10.2% | -58.3% | -51.0% |
| 3M | -51.2% | +2.4% | -53.6% | -52.2% |
| 6M | -59.6% | +7.7% | -67.3% | -62.1% |
| YTD | -3.6% | +26.0% | -29.6% | -16.8% |
| 1Y | -2.3% | +34.6% | -37.0% | -18.7% |
| 3Y | +369.4% | +26.7% | +342.7% | +296.4% |
| All | +369.4% | +26.5% | +342.9% | +296.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling