+16.0%
TTMI vs CMS
-2.8%
+18.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +8.8% |
| 7D | +7.2% | -1.1% | +8.4% | +6.4% |
| 30D | -28.7% | +6.6% | -35.2% | -26.6% |
| 3M | -39.8% | +0.8% | -40.6% | -38.0% |
| 6M | -51.7% | -3.3% | -48.4% | -51.1% |
| YTD | +14.1% | +2.7% | +11.3% | +9.3% |
| 1Y | +16.0% | -4.0% | +20.0% | +18.6% |
| All | +16.0% | -2.8% | +18.8% | +18.6% |
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