+443.1%
TTMI vs CPB
+85.4%
+357.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.4% | +12.2% | +9.5% |
| 7D | +5.9% | -8.6% | +14.5% | +7.5% |
| 30D | -4.3% | -7.2% | +2.9% | -3.3% |
| 3M | -32.0% | +0.9% | -32.9% | -33.0% |
| 6M | +19.5% | -11.8% | +31.3% | +20.7% |
| YTD | +82.0% | -19.4% | +101.4% | +86.7% |
| 1Y | +172.6% | -30.4% | +203.0% | +188.3% |
| 3Y | +744.7% | -40.2% | +784.8% | +806.1% |
| 5Y | +805.6% | -39.5% | +845.1% | +851.1% |
| 10Y | +1,057.6% | -47.4% | +1,105.0% | +1,119.8% |
| All | +443.1% | +85.4% | +357.7% | +259.8% |
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