+396.5%
TTMI vs CG
+278.5%
+118.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.4% |
| 7D | +11.4% | +0.2% | +11.2% | +11.5% |
| 30D | -28.3% | +11.2% | -39.5% | -32.4% |
| 3M | -46.7% | -22.1% | -24.6% | -40.8% |
| 6M | -56.1% | -17.9% | -38.2% | -52.9% |
| YTD | +7.4% | -31.3% | +38.7% | +24.5% |
| 1Y | +17.4% | -24.0% | +41.4% | +30.1% |
| 3Y | +429.1% | +45.0% | +384.2% | +326.8% |
| 5Y | +418.8% | -22.6% | +441.4% | +423.0% |
| All | +396.5% | +278.5% | +118.1% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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