+443.1%
TTMI vs CMS
+469.7%
-26.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | -4.3% | -3.6% | -0.7% | -2.6% |
| 3M | -32.0% | -1.9% | -30.1% | -32.1% |
| 6M | +19.5% | -11.0% | +30.4% | +24.8% |
| YTD | +82.0% | +0.2% | +81.8% | +80.2% |
| 1Y | +172.6% | -1.3% | +173.9% | +170.8% |
| 3Y | +744.7% | +35.9% | +708.7% | +607.1% |
| 5Y | +805.6% | +23.1% | +782.5% | +684.8% |
| 10Y | +1,057.6% | +117.9% | +939.7% | +624.8% |
| All | +443.1% | +469.7% | -26.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling