+146.0%
TT vs CMS
+23.4%
+122.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.2% | -3.6% | -3.6% | -6.1% |
| 3M | -3.0% | -1.9% | -1.1% | -2.8% |
| 6M | +1.4% | -11.0% | +12.3% | +4.8% |
| YTD | +15.9% | +0.2% | +15.7% | +15.1% |
| 1Y | +9.4% | -1.3% | +10.7% | +9.1% |
| 3Y | +124.4% | +35.9% | +88.4% | +93.3% |
| All | +146.0% | +23.4% | +122.6% | +114.7% |
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 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