+129.1%
TT vs CMS
+36.5%
+92.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -7.4% | -3.6% | -3.8% | -6.9% |
| 3M | -3.2% | -1.9% | -1.3% | -3.3% |
| 6M | +1.1% | -11.0% | +12.1% | +2.8% |
| YTD | +15.6% | +0.2% | +15.4% | +15.3% |
| 1Y | +9.2% | -1.3% | +10.5% | +9.1% |
| All | +129.1% | +36.5% | +92.6% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling