+15,818.7%
TT vs CMS
+457.8%
+15,360.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.2% | -3.6% | -3.6% | -6.0% |
| 3M | -3.0% | -1.9% | -1.1% | -2.6% |
| 6M | +1.4% | -11.0% | +12.3% | +5.2% |
| YTD | +15.9% | +0.2% | +15.7% | +15.3% |
| 1Y | +9.4% | -1.3% | +10.7% | +9.3% |
| 3Y | +124.4% | +35.9% | +88.4% | +97.8% |
| 5Y | +138.0% | +23.1% | +114.9% | +115.9% |
| 10Y | +886.4% | +117.9% | +768.5% | +623.5% |
| All | +15,818.7% | +457.8% | +15,360.8% | +7,105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CMS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling