+1,054.4%
TTMI vs CSGP
+45.2%
+1,009.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.3% | +9.5% |
| 7D | +5.9% | -4.1% | +9.9% | +6.9% |
| 30D | -4.3% | +2.3% | -6.6% | -5.7% |
| 3M | -32.0% | -8.2% | -23.9% | -31.9% |
| 6M | +19.5% | -35.1% | +54.5% | +32.8% |
| YTD | +82.0% | -54.0% | +136.1% | +125.7% |
| 1Y | +172.6% | -65.3% | +237.9% | +274.2% |
| 3Y | +744.7% | -62.6% | +807.2% | +1,008.0% |
| 5Y | +805.6% | -64.8% | +870.4% | +1,080.1% |
| All | +1,054.4% | +45.2% | +1,009.2% | +924.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling