+443.1%
TTMI vs CAG
+172.1%
+271.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +5.9% | -3.8% | +9.6% | +6.9% |
| 30D | -4.3% | +3.1% | -7.4% | -5.3% |
| 3M | -32.0% | +23.5% | -55.5% | -36.6% |
| 6M | +19.5% | -14.8% | +34.3% | +23.1% |
| YTD | +82.0% | -5.4% | +87.5% | +80.9% |
| 1Y | +172.6% | -11.8% | +184.4% | +174.8% |
| 3Y | +744.7% | -36.7% | +781.3% | +821.9% |
| 5Y | +805.6% | -40.3% | +845.8% | +895.0% |
| 10Y | +1,057.6% | -37.0% | +1,094.6% | +1,070.3% |
| All | +443.1% | +172.1% | +271.0% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling