+13,847.2%
TT vs CMS
+475.9%
+13,371.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -9.0% | +1.7% | -10.6% | -9.5% |
| 30D | -17.6% | +8.6% | -26.2% | -20.1% |
| 3M | -18.7% | -0.5% | -18.2% | -18.7% |
| 6M | -17.4% | -4.2% | -13.3% | -16.6% |
| YTD | +1.5% | +3.4% | -1.9% | -0.3% |
| 1Y | -9.4% | +0.4% | -9.8% | -10.2% |
| 3Y | +85.1% | +38.2% | +46.9% | +62.0% |
| 5Y | +125.7% | +35.4% | +90.3% | +97.7% |
| 10Y | +757.3% | +131.7% | +625.7% | +514.4% |
| All | +13,847.2% | +475.9% | +13,371.3% | +6,130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling