+1,084.3%
TTMI vs CPB
-45.5%
+1,129.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.6% |
| 7D | +6.0% | -5.4% | +11.4% | +5.9% |
| 30D | -6.4% | -7.8% | +1.4% | -6.6% |
| 3M | -28.9% | -6.9% | -22.0% | -29.0% |
| 6M | +26.9% | -12.2% | +39.1% | +27.2% |
| YTD | +77.3% | -21.1% | +98.4% | +78.4% |
| 1Y | +147.5% | -33.5% | +181.0% | +152.1% |
| 3Y | +847.6% | -43.2% | +890.8% | +871.4% |
| 5Y | +802.2% | -40.9% | +843.1% | +811.6% |
| All | +1,084.3% | -45.5% | +1,129.8% | +1,233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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