+429.1%
TTMI vs CSGP
-60.9%
+490.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.7% | -2.6% |
| 7D | +11.4% | +1.3% | +10.0% | +11.5% |
| 30D | -28.3% | +2.8% | -31.1% | -28.1% |
| 3M | -46.7% | -6.3% | -40.3% | -46.3% |
| 6M | -56.1% | -3.2% | -53.0% | -55.9% |
| YTD | +7.4% | -54.0% | +61.3% | +32.4% |
| 1Y | +17.4% | -54.8% | +72.2% | +45.7% |
| 3Y | +429.1% | -60.6% | +489.7% | +574.9% |
| All | +429.1% | -60.9% | +490.1% | +574.9% |
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