+1,124.0%
TTMI vs CG
+314.7%
+809.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +4.1% |
| 7D | +0.7% | -9.9% | +10.5% | +5.6% |
| 30D | -8.4% | -11.7% | +3.2% | -3.5% |
| 3M | -32.5% | -4.3% | -28.2% | -31.7% |
| 6M | +32.5% | -8.8% | +41.2% | +36.3% |
| YTD | +83.2% | -26.9% | +110.1% | +108.4% |
| 1Y | +161.7% | -35.4% | +197.1% | +215.1% |
| 3Y | +890.1% | +43.0% | +847.1% | +710.1% |
| 5Y | +832.4% | +1.9% | +830.5% | +734.3% |
| All | +1,124.0% | +314.7% | +809.3% | +561.7% |
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