+406.2%
TTMI vs CG
-16.6%
+422.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.4% |
| 7D | -11.5% | +2.0% | -13.5% | -12.0% |
| 30D | -40.3% | +8.5% | -48.8% | -43.1% |
| 3M | -44.5% | -12.1% | -32.3% | -41.6% |
| 6M | -54.1% | -16.4% | -37.6% | -50.9% |
| YTD | +4.7% | -28.0% | +32.6% | +19.9% |
| 1Y | +3.3% | -18.9% | +22.2% | +11.9% |
| 3Y | +407.2% | +51.2% | +356.0% | +299.3% |
| All | +406.2% | -16.6% | +422.8% | +342.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling