+1,124.0%
TTMI vs CPAY
+155.2%
+968.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -2.0% | +2.6% | +1.5% |
| 30D | -8.4% | -0.4% | -8.1% | -8.6% |
| 3M | -32.5% | +16.4% | -48.8% | -37.8% |
| 6M | +32.5% | +23.5% | +9.0% | +16.9% |
| YTD | +83.2% | +35.7% | +47.6% | +52.1% |
| 1Y | +161.7% | +30.2% | +131.5% | +119.8% |
| 3Y | +890.1% | +49.7% | +840.4% | +664.0% |
| 5Y | +832.4% | +56.6% | +775.9% | +585.4% |
| All | +1,124.0% | +155.2% | +968.8% | +614.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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