+127.9%
TT vs CMS
+32.6%
+95.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -14.0% | +6.3% | -20.3% | -15.8% |
| 3M | -15.9% | -2.1% | -13.8% | -15.5% |
| 6M | -17.3% | -5.1% | -12.2% | -16.4% |
| YTD | +4.0% | +1.3% | +2.7% | +2.7% |
| 1Y | -7.1% | -1.4% | -5.7% | -7.4% |
| 3Y | +90.2% | +36.9% | +53.3% | +63.2% |
| All | +127.9% | +32.6% | +95.3% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling