+753.3%
TT vs CMS
+127.3%
+626.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.9% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -14.0% | +7.2% | -21.2% | -16.5% |
| 3M | -15.9% | -1.3% | -14.6% | -15.7% |
| 6M | -17.3% | -4.3% | -13.0% | -16.4% |
| YTD | +4.0% | +2.1% | +1.9% | +2.3% |
| 1Y | -7.1% | -0.6% | -6.5% | -7.7% |
| 3Y | +90.2% | +38.0% | +52.2% | +61.4% |
| 5Y | +131.1% | +33.6% | +97.5% | +96.7% |
| All | +753.3% | +127.3% | +626.0% | +600.5% |
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