+369.4%
TTMI vs CMS
+35.4%
+334.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.1% | +9.0% | +6.3% |
| 7D | -19.8% | -1.3% | -18.5% | -20.0% |
| 30D | -48.1% | +6.3% | -54.4% | -47.6% |
| 3M | -51.2% | -2.1% | -49.2% | -50.9% |
| 6M | -59.6% | -5.1% | -54.5% | -59.5% |
| YTD | -3.6% | +1.3% | -4.9% | -3.3% |
| 1Y | -2.3% | -1.4% | -1.0% | -1.9% |
| 3Y | +369.4% | +36.9% | +332.4% | +302.1% |
| All | +369.4% | +35.4% | +334.0% | +302.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling