+843.5%
TTMI vs CPB
-38.5%
+882.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +3.4% |
| 7D | +12.2% | -8.2% | +20.4% | +10.3% |
| 30D | -5.7% | -5.6% | -0.1% | -6.6% |
| 3M | -27.5% | +3.0% | -30.5% | -26.7% |
| 6M | +47.1% | -12.7% | +59.9% | +46.7% |
| YTD | +87.5% | -18.0% | +105.4% | +86.6% |
| 1Y | +175.2% | -31.7% | +206.9% | +173.8% |
| 3Y | +901.9% | -41.0% | +942.9% | +893.4% |
| 5Y | +843.5% | -38.4% | +881.9% | +803.0% |
| All | +843.5% | -38.5% | +882.0% | +803.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling