+1,053.4%
TTMI vs CVE
+161.7%
+891.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +9.1% |
| 7D | +5.9% | +2.5% | +3.4% | +5.2% |
| 30D | -4.3% | +16.7% | -21.0% | -7.7% |
| 3M | -32.0% | +9.3% | -41.3% | -33.6% |
| 6M | +19.5% | +43.6% | -24.1% | +9.3% |
| YTD | +82.0% | +93.6% | -11.6% | +55.8% |
| 1Y | +172.6% | +98.8% | +73.9% | +131.7% |
| 3Y | +744.7% | +73.6% | +671.1% | +625.5% |
| 5Y | +805.6% | +312.5% | +493.1% | +534.0% |
| All | +1,053.4% | +161.7% | +891.6% | +603.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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