+808.8%
TTMI vs CMS
+23.4%
+785.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | -4.3% | -3.6% | -0.7% | -3.5% |
| 3M | -32.0% | -1.9% | -30.1% | -32.4% |
| 6M | +19.5% | -11.0% | +30.4% | +22.2% |
| YTD | +82.0% | +0.2% | +81.8% | +80.4% |
| 1Y | +172.6% | -1.3% | +173.9% | +170.7% |
| 3Y | +744.7% | +35.9% | +708.7% | +623.0% |
| All | +808.8% | +23.4% | +785.4% | +691.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling