+1,077.0%
TTMI vs CMS
+117.1%
+959.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +12.2% | +1.2% | +10.9% | +11.8% |
| 30D | -5.7% | -3.2% | -2.6% | -4.8% |
| 3M | -27.5% | -2.2% | -25.3% | -27.5% |
| 6M | +47.1% | -9.4% | +56.6% | +50.6% |
| YTD | +87.5% | +0.7% | +86.8% | +85.8% |
| 1Y | +175.2% | +0.4% | +174.9% | +172.4% |
| 3Y | +901.9% | +35.2% | +866.8% | +778.8% |
| 5Y | +843.5% | +24.1% | +819.3% | +746.9% |
| 10Y | +1,077.0% | +115.8% | +961.2% | +990.1% |
| All | +1,077.0% | +117.1% | +959.9% | +990.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling