+125.7%
TT vs CMS
+36.2%
+89.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -9.0% | +1.7% | -10.6% | -9.4% |
| 30D | -17.6% | +8.6% | -26.2% | -19.8% |
| 3M | -18.7% | -0.5% | -18.2% | -18.6% |
| 6M | -17.4% | -4.2% | -13.3% | -16.7% |
| YTD | +1.5% | +3.4% | -1.9% | -0.2% |
| 1Y | -9.4% | +0.4% | -9.8% | -10.1% |
| 3Y | +85.1% | +38.2% | +46.9% | +58.9% |
| 5Y | +125.7% | +35.4% | +90.3% | +95.5% |
| All | +125.7% | +36.2% | +89.6% | +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