+804.9%
TTMI vs CVE
+72.1%
+732.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +9.3% |
| 7D | +5.9% | +2.5% | +3.4% | +4.9% |
| 30D | -4.3% | +16.7% | -21.0% | -9.4% |
| 3M | -32.0% | +9.3% | -41.3% | -34.3% |
| 6M | +19.5% | +43.6% | -24.1% | +2.9% |
| YTD | +82.0% | +93.6% | -11.6% | +38.9% |
| 1Y | +172.6% | +98.8% | +73.9% | +105.2% |
| All | +804.9% | +72.1% | +732.8% | +530.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling