+901.9%
TTMI vs CMS
+35.3%
+866.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.0% |
| 7D | +12.2% | +1.2% | +10.9% | +12.2% |
| 30D | -5.7% | -3.2% | -2.6% | -5.8% |
| 3M | -27.5% | -2.2% | -25.3% | -28.1% |
| 6M | +47.1% | -9.4% | +56.6% | +47.1% |
| YTD | +87.5% | +0.7% | +86.8% | +86.5% |
| 1Y | +175.2% | +0.4% | +174.9% | +173.8% |
| 3Y | +901.9% | +35.2% | +866.8% | +772.8% |
| All | +901.9% | +35.3% | +866.6% | +772.8% |
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 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