+172.6%
TTMI vs CMS
-1.9%
+174.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | -4.3% | -3.6% | -0.7% | -5.0% |
| 3M | -32.0% | -1.9% | -30.1% | -34.4% |
| 6M | +19.5% | -11.0% | +30.4% | +19.1% |
| YTD | +82.0% | +0.2% | +81.8% | +79.9% |
| 1Y | +172.6% | -1.3% | +173.9% | +175.2% |
| All | +172.6% | -1.9% | +174.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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