+429.1%
TTMI vs CAG
-36.3%
+465.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.3% |
| 7D | +11.4% | -3.3% | +14.7% | +9.6% |
| 30D | -28.3% | +7.7% | -36.0% | -24.2% |
| 3M | -46.7% | -3.2% | -43.5% | -45.0% |
| 6M | -56.1% | +7.0% | -63.1% | -53.1% |
| YTD | +7.4% | -9.0% | +16.3% | +11.5% |
| 1Y | +17.4% | -9.6% | +27.0% | +21.8% |
| 3Y | +429.1% | -36.0% | +465.1% | +437.4% |
| All | +429.1% | -36.3% | +465.5% | +437.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling