+449.9%
TTMI vs CMS
+127.7%
+322.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.7% | +13.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -37.7% | +7.1% | -44.8% | -39.3% |
| 3M | -45.1% | -1.3% | -43.8% | -45.1% |
| 6M | -52.1% | -2.7% | -49.5% | -52.3% |
| YTD | +9.2% | +2.6% | +6.6% | +7.0% |
| 1Y | +12.9% | -2.0% | +14.9% | +12.2% |
| 3Y | +445.5% | +39.6% | +405.9% | +369.7% |
| 5Y | +427.9% | +35.3% | +392.6% | +357.2% |
| 10Y | +449.9% | +132.3% | +317.5% | +381.8% |
| All | +449.9% | +127.7% | +322.1% | +381.8% |
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