+748.4%
TT vs CMS
+136.3%
+612.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +8.1% | -1.3% | +9.3% | +8.6% |
| 30D | -11.3% | +5.3% | -16.5% | -13.2% |
| 3M | -11.2% | -0.3% | -10.8% | -11.3% |
| 6M | -8.9% | -4.0% | -4.9% | -8.0% |
| YTD | +9.7% | +2.1% | +7.6% | +7.9% |
| 1Y | +1.3% | -4.7% | +6.0% | +2.4% |
| 3Y | +93.4% | +36.8% | +56.5% | +64.3% |
| 5Y | +133.5% | +34.9% | +98.7% | +97.4% |
| All | +748.4% | +136.3% | +612.2% | +563.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling