+161.7%
TTMI vs CG
-33.8%
+195.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +4.1% |
| 7D | +0.7% | -9.9% | +10.5% | +5.4% |
| 30D | -8.4% | -11.7% | +3.2% | -3.7% |
| 3M | -32.5% | -4.3% | -28.2% | -31.9% |
| 6M | +32.5% | -8.8% | +41.2% | +36.3% |
| YTD | +83.2% | -26.9% | +110.1% | +111.8% |
| 1Y | +161.7% | -35.4% | +197.1% | +234.3% |
| All | +161.7% | -33.8% | +195.5% | +234.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling