+858.0%
TTMI vs CPAY
+49.2%
+808.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +6.0% | -2.7% | +8.7% | +6.8% |
| 30D | -6.4% | +0.6% | -7.0% | -6.8% |
| 3M | -28.9% | +17.0% | -46.0% | -33.0% |
| 6M | +26.9% | +24.1% | +2.7% | +15.8% |
| YTD | +77.3% | +35.7% | +41.6% | +53.3% |
| 1Y | +147.5% | +34.0% | +113.5% | +113.9% |
| All | +858.0% | +49.2% | +808.8% | +607.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling