-3.3%
CMG vs TTMI
+800.2%
-803.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -3.8% | +6.0% | -9.9% | -4.6% |
| 30D | +12.9% | -6.4% | +19.3% | +13.5% |
| 3M | +18.8% | -28.9% | +47.7% | +22.3% |
| 6M | +4.1% | +26.9% | -22.8% | -4.2% |
| YTD | -2.4% | +77.3% | -79.7% | -16.6% |
| 1Y | -6.7% | +147.5% | -154.2% | -26.6% |
| 3Y | -7.1% | +847.6% | -854.8% | -48.4% |
| All | -3.3% | +800.2% | -803.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling