-7.3%
CMG vs TTMI
+844.7%
-852.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -3.8% | +6.0% | -9.9% | -4.3% |
| 30D | +12.9% | -6.4% | +19.3% | +13.3% |
| 3M | +18.8% | -28.9% | +47.7% | +20.9% |
| 6M | +4.1% | +26.9% | -22.8% | -2.3% |
| YTD | -2.4% | +77.3% | -79.7% | -13.2% |
| 1Y | -6.7% | +147.5% | -154.2% | -22.1% |
| All | -7.3% | +844.7% | -852.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling