-3.2%
CMG vs TT
+144.3%
-147.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.5% | +1.6% | -3.0% | -2.0% |
| 30D | +12.7% | -7.3% | +20.0% | +15.7% |
| 3M | +26.3% | -2.6% | +28.9% | +26.2% |
| 6M | +4.5% | +5.9% | -1.4% | +0.2% |
| YTD | -0.1% | +15.4% | -15.5% | -8.1% |
| 1Y | -6.8% | +8.2% | -15.0% | -12.6% |
| 3Y | -5.0% | +122.7% | -127.6% | -39.5% |
| All | -3.2% | +144.3% | -147.5% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling