+443.1%
TTMI vs CP
+4,918.2%
-4,475.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | -2.7% | +8.5% | +7.5% |
| 30D | -4.3% | +0.2% | -4.5% | -4.5% |
| 3M | -32.0% | +2.6% | -34.6% | -33.8% |
| 6M | +19.5% | +6.0% | +13.5% | +15.0% |
| YTD | +82.0% | +24.9% | +57.1% | +58.1% |
| 1Y | +172.6% | +20.1% | +152.5% | +142.0% |
| 3Y | +744.7% | +16.4% | +728.3% | +655.7% |
| 5Y | +805.6% | +31.7% | +773.8% | +644.8% |
| 10Y | +1,057.6% | +223.9% | +833.7% | +444.7% |
| All | +443.1% | +4,918.2% | -4,475.1% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling