+750.6%
TT vs CMS
+127.7%
+622.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.1% | +4.5% |
| 7D | +1.7% | -0.9% | +2.7% | +2.1% |
| 30D | -11.8% | +7.1% | -18.9% | -14.3% |
| 3M | -12.6% | -1.3% | -11.3% | -12.4% |
| 6M | -9.4% | -2.7% | -6.7% | -9.0% |
| YTD | +8.8% | +2.6% | +6.2% | +6.8% |
| 1Y | -2.5% | -2.0% | -0.5% | -2.6% |
| 3Y | +95.7% | +39.6% | +56.0% | +64.9% |
| 5Y | +135.7% | +35.3% | +100.4% | +99.1% |
| 10Y | +750.6% | +132.3% | +618.3% | +574.9% |
| All | +750.6% | +127.7% | +622.9% | +574.9% |
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