+4,100.0%
CMG vs TT
+2,391.3%
+1,708.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +7.1% | -7.2% | +14.3% | +10.2% |
| 3M | +31.2% | -3.0% | +34.1% | +31.4% |
| 6M | +0.7% | +1.4% | -0.7% | -1.5% |
| YTD | -0.1% | +15.9% | -16.0% | -7.9% |
| 1Y | -10.7% | +9.4% | -20.2% | -16.4% |
| 3Y | -4.7% | +124.4% | -129.0% | -35.2% |
| 5Y | -3.8% | +138.0% | -141.8% | -37.0% |
| 10Y | +352.5% | +886.4% | -533.9% | +55.9% |
| All | +4,100.0% | +2,391.3% | +1,708.7% | +763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling