+320.0%
CMG vs TT
+965.2%
-645.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.5% | +1.4% | -7.9% | -6.9% |
| 30D | +12.1% | -6.7% | +18.8% | +14.8% |
| 3M | +20.6% | -5.4% | +26.0% | +21.9% |
| 6M | +2.1% | +4.4% | -2.3% | -1.1% |
| YTD | -2.6% | +14.9% | -17.6% | -9.6% |
| 1Y | -8.7% | +9.3% | -17.9% | -14.2% |
| 3Y | -7.4% | +121.7% | -129.1% | -36.0% |
| 5Y | -5.7% | +148.2% | -153.8% | -39.5% |
| All | +320.0% | +965.2% | -645.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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