+558.1%
TTD vs CMS
+134.3%
+423.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +19.9% | +0.5% | +19.4% | +19.8% |
| 30D | +27.6% | +7.4% | +20.2% | +26.2% |
| 3M | +15.2% | +1.9% | +13.3% | +14.8% |
| 6M | -33.2% | -2.3% | -30.9% | -33.0% |
| YTD | -59.4% | +3.0% | -62.3% | -59.9% |
| 1Y | -64.4% | -2.8% | -61.6% | -64.4% |
| 3Y | -75.9% | +37.9% | -113.8% | -78.0% |
| 5Y | -82.6% | +34.0% | -116.6% | -84.3% |
| 10Y | +558.1% | +138.1% | +420.0% | +477.4% |
| All | +558.1% | +134.3% | +423.8% | +477.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling