+396.5%
TTMI vs CMS
+140.2%
+256.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.3% |
| 7D | +11.4% | +1.7% | +9.6% | +10.9% |
| 30D | -28.3% | +6.2% | -34.5% | -29.8% |
| 3M | -46.7% | +0.6% | -47.3% | -47.0% |
| 6M | -56.1% | -1.8% | -54.4% | -56.4% |
| YTD | +7.4% | +3.8% | +3.5% | +4.9% |
| 1Y | +17.4% | -1.8% | +19.2% | +16.6% |
| 3Y | +429.1% | +39.8% | +389.3% | +355.7% |
| 5Y | +418.8% | +37.1% | +381.7% | +347.6% |
| All | +396.5% | +140.2% | +256.3% | +325.0% |
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