+462.1%
TTMI vs CTAS
+75.1%
+387.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +9.0% |
| 7D | +7.2% | -0.8% | +8.0% | +7.2% |
| 30D | -28.7% | +10.7% | -39.4% | -28.9% |
| 3M | -39.8% | +11.0% | -50.8% | -40.0% |
| 6M | -51.7% | +38.7% | -90.5% | -55.7% |
| YTD | +14.1% | +21.8% | -7.7% | +10.5% |
| 1Y | +16.0% | +23.6% | -7.6% | +11.5% |
| All | +462.1% | +75.1% | +387.0% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling