+1,124.0%
TTMI vs CAG
-36.2%
+1,160.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.2% |
| 30D | -8.4% | -2.4% | -6.0% | -8.4% |
| 3M | -32.5% | +9.8% | -42.3% | -33.6% |
| 6M | +32.5% | -10.8% | +43.3% | +34.0% |
| YTD | +83.2% | -10.8% | +94.1% | +84.4% |
| 1Y | +161.7% | -19.0% | +180.6% | +166.9% |
| 3Y | +890.1% | -39.7% | +929.8% | +954.4% |
| 5Y | +832.4% | -43.0% | +875.4% | +899.3% |
| All | +1,124.0% | -36.2% | +1,160.2% | +1,172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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