-59.6%
TTMI vs CP
+9.7%
-69.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +5.0% |
| 7D | -19.8% | +2.8% | -22.6% | -16.9% |
| 30D | -48.1% | +10.2% | -58.3% | -43.2% |
| 3M | -51.2% | +2.4% | -53.6% | -48.0% |
| 6M | -59.6% | +7.7% | -67.3% | -56.8% |
| All | -59.6% | +9.7% | -69.3% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling