+3,994.3%
CMG vs TTMI
+1,091.3%
+2,903.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.7% |
| 7D | -6.5% | +7.5% | -13.9% | -8.0% |
| 30D | +12.1% | -4.5% | +16.6% | +12.4% |
| 3M | +20.6% | -28.5% | +49.1% | +26.1% |
| 6M | +2.1% | +28.4% | -26.3% | -8.3% |
| YTD | -2.6% | +80.1% | -82.7% | -20.5% |
| 1Y | -8.7% | +161.0% | -169.7% | -32.9% |
| 3Y | -7.4% | +862.4% | -869.8% | -52.3% |
| 5Y | -5.7% | +812.9% | -818.6% | -52.2% |
| 10Y | +322.3% | +1,094.7% | -772.4% | +85.2% |
| All | +3,994.3% | +1,091.3% | +2,903.0% | +1,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling