+7.8%
TTMI vs CSGP
-53.7%
+61.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +11.0% | +14.5% |
| 7D | -1.6% | -1.8% | +0.2% | -2.4% |
| 30D | -37.7% | +5.3% | -43.0% | -34.5% |
| 3M | -45.1% | +3.3% | -48.4% | -41.9% |
| 6M | -52.1% | -4.7% | -47.4% | -48.8% |
| YTD | +9.2% | -53.5% | +62.7% | +17.0% |
| All | +7.8% | -53.7% | +61.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling