+12.4%
CMG vs TT
-2.3%
+14.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.1% |
| 7D | +2.5% | +4.0% | -1.6% | +3.0% |
| 30D | +15.6% | -11.3% | +26.9% | +14.2% |
| 3M | +8.2% | -12.3% | +20.5% | +7.0% |
| 6M | +9.9% | -10.8% | +20.7% | +8.7% |
| YTD | -4.6% | +8.2% | -12.8% | -8.0% |
| 1Y | +12.4% | +1.5% | +11.0% | +13.7% |
| All | +12.4% | -2.3% | +14.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling