+220.3%
TTMI vs CAG
+162.0%
+58.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | +11.4% | -3.3% | +14.7% | +12.2% |
| 30D | -28.3% | +7.7% | -36.0% | -30.6% |
| 3M | -46.7% | -3.2% | -43.5% | -47.3% |
| 6M | -56.1% | +7.0% | -63.1% | -58.2% |
| YTD | +7.4% | -9.0% | +16.3% | +5.9% |
| 1Y | +17.4% | -9.6% | +27.0% | +15.9% |
| 3Y | +429.1% | -36.0% | +465.1% | +464.9% |
| 5Y | +418.8% | -40.9% | +459.6% | +460.9% |
| 10Y | +411.2% | -37.3% | +448.6% | +409.3% |
| All | +220.3% | +162.0% | +58.4% | +193.0% |
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