+187.6%
TTMI vs CP
+4,960.5%
-4,772.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.9% |
| 7D | -19.8% | +2.8% | -22.6% | -21.4% |
| 30D | -48.1% | +10.2% | -58.3% | -51.7% |
| 3M | -51.2% | +2.4% | -53.6% | -52.6% |
| 6M | -59.6% | +7.7% | -67.3% | -62.3% |
| YTD | -3.6% | +26.0% | -29.6% | -17.9% |
| 1Y | -2.3% | +34.6% | -37.0% | -19.9% |
| 3Y | +369.4% | +26.7% | +342.7% | +293.3% |
| 5Y | +365.4% | +24.9% | +340.5% | +290.0% |
| 10Y | +413.2% | +258.6% | +154.6% | +124.7% |
| All | +187.6% | +4,960.5% | -4,772.9% | -64.5% |
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