+369.4%
TTMI vs CSGP
-60.4%
+429.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.7% | +11.6% | +6.3% |
| 7D | -19.8% | +1.3% | -21.1% | -19.6% |
| 30D | -48.1% | +10.7% | -58.8% | -48.1% |
| 3M | -51.2% | +3.3% | -54.5% | -51.3% |
| 6M | -59.6% | -10.3% | -49.3% | -59.0% |
| YTD | -3.6% | -54.6% | +51.0% | +18.8% |
| 1Y | -2.3% | -54.6% | +52.3% | +20.2% |
| 3Y | +369.4% | -60.3% | +429.7% | +482.4% |
| All | +369.4% | -60.4% | +429.8% | +482.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling