+445.5%
TTMI vs CSGP
-59.5%
+505.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +11.0% | +13.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.8% |
| 30D | -37.7% | +5.3% | -43.0% | -37.6% |
| 3M | -45.1% | +3.3% | -48.4% | -45.0% |
| 6M | -52.1% | -4.7% | -47.4% | -51.6% |
| YTD | +9.2% | -53.5% | +62.7% | +35.0% |
| 1Y | +12.9% | -53.7% | +66.6% | +39.6% |
| 3Y | +445.5% | -59.7% | +505.2% | +584.5% |
| All | +445.5% | -59.5% | +505.0% | +584.5% |
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