+406.5%
TTMI vs CSGP
-63.3%
+469.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.9% |
| 7D | -11.5% | -3.2% | -8.4% | -11.3% |
| 30D | -40.3% | +2.2% | -42.5% | -41.2% |
| 3M | -44.5% | -3.7% | -40.8% | -45.2% |
| 6M | -54.1% | -7.4% | -46.6% | -54.8% |
| YTD | +4.7% | -54.9% | +59.6% | +27.7% |
| 1Y | +3.3% | -54.9% | +58.2% | +25.8% |
| 3Y | +407.2% | -61.9% | +469.2% | +546.3% |
| 5Y | +406.5% | -63.1% | +469.6% | +516.6% |
| All | +406.5% | -63.3% | +469.9% | +516.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling