+829.0%
TTMI vs CPAY
+55.3%
+773.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -2.0% | +2.6% | +1.4% |
| 30D | -8.4% | -0.4% | -8.1% | -8.6% |
| 3M | -32.5% | +16.4% | -48.8% | -37.5% |
| 6M | +32.5% | +23.5% | +9.0% | +17.7% |
| YTD | +83.2% | +35.7% | +47.6% | +52.6% |
| 1Y | +161.7% | +30.2% | +131.5% | +121.1% |
| 3Y | +890.1% | +49.7% | +840.4% | +654.6% |
| All | +829.0% | +55.3% | +773.7% | +534.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling