+240.3%
TTMI vs CPB
+95.9%
+144.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +9.1% |
| 7D | +7.2% | -4.1% | +11.3% | +7.8% |
| 30D | -28.7% | +16.9% | -45.6% | -31.1% |
| 3M | -39.8% | -0.6% | -39.3% | -40.4% |
| 6M | -51.7% | +11.4% | -63.1% | -53.8% |
| YTD | +14.1% | -14.8% | +28.9% | +14.8% |
| 1Y | +16.0% | -24.8% | +40.7% | +20.0% |
| 3Y | +452.7% | -36.6% | +489.3% | +482.8% |
| 5Y | +451.5% | -33.3% | +484.8% | +461.7% |
| 10Y | +443.1% | -40.4% | +483.5% | +447.6% |
| All | +240.3% | +95.9% | +144.4% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling