+411.3%
TTMI vs CSGP
+61.2%
+350.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +22.6% | -6.1% | +28.7% | +24.1% |
| 30D | -34.3% | +0.3% | -34.6% | -35.8% |
| 3M | -44.8% | -1.3% | -43.5% | -46.4% |
| 6M | -53.3% | -8.9% | -44.4% | -54.6% |
| YTD | +10.6% | -55.2% | +65.8% | +35.4% |
| 1Y | +8.2% | -56.4% | +64.6% | +33.7% |
| 3Y | +435.7% | -62.2% | +497.9% | +586.3% |
| 5Y | +434.2% | -63.7% | +497.8% | +576.6% |
| All | +411.3% | +61.2% | +350.1% | +254.4% |
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