+901.9%
TTMI vs CG
+56.8%
+845.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.1% |
| 7D | +12.2% | -1.3% | +13.4% | +12.7% |
| 30D | -5.7% | -3.2% | -2.6% | -4.7% |
| 3M | -27.5% | +6.2% | -33.7% | -30.7% |
| 6M | +47.1% | -4.7% | +51.8% | +48.5% |
| YTD | +87.5% | -20.6% | +108.1% | +108.5% |
| 1Y | +175.2% | -26.4% | +201.6% | +218.7% |
| 3Y | +901.9% | +55.4% | +846.6% | +592.6% |
| All | +901.9% | +56.8% | +845.2% | +592.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling