+187.6%
TTMI vs CMS
+475.7%
-288.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.1% | +9.0% | +7.8% |
| 7D | -19.8% | -1.3% | -18.5% | -19.5% |
| 30D | -48.1% | +6.3% | -54.4% | -50.1% |
| 3M | -51.2% | -2.1% | -49.2% | -51.3% |
| 6M | -59.6% | -5.1% | -54.5% | -59.5% |
| YTD | -3.6% | +1.3% | -4.9% | -6.2% |
| 1Y | -2.3% | -1.4% | -1.0% | -3.9% |
| 3Y | +369.4% | +36.9% | +332.4% | +287.5% |
| 5Y | +365.4% | +32.5% | +332.9% | +285.6% |
| 10Y | +413.2% | +126.8% | +286.4% | +212.0% |
| All | +187.6% | +475.7% | -288.1% | -19.8% |
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 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