+322.0%
CMG vs TTMI
+1,127.6%
-805.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.3% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | +10.9% | -8.4% | +19.4% | +12.0% |
| 3M | +15.8% | -32.5% | +48.3% | +21.4% |
| 6M | +6.9% | +32.5% | -25.5% | -3.1% |
| YTD | -2.2% | +83.2% | -85.4% | -18.2% |
| 1Y | -7.1% | +161.7% | -168.8% | -29.2% |
| 3Y | -7.1% | +890.1% | -897.3% | -49.6% |
| 5Y | -4.8% | +832.4% | -837.2% | -49.1% |
| All | +322.0% | +1,127.6% | -805.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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