+169.1%
TTMI vs CSGP
+955.1%
-786.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -14.6% |
| 7D | -29.0% | +13.9% | -42.9% | -32.7% |
| 30D | -53.1% | +16.0% | -69.1% | -57.2% |
| 3M | -52.6% | +6.1% | -58.7% | -55.9% |
| 6M | -61.0% | -8.2% | -52.8% | -62.9% |
| YTD | -9.8% | -52.3% | +42.5% | +8.4% |
| 1Y | -11.2% | -54.5% | +43.3% | +8.6% |
| 3Y | +325.0% | -58.6% | +383.6% | +429.0% |
| 5Y | +335.4% | -61.5% | +396.9% | +438.6% |
| 10Y | +380.1% | +74.7% | +305.4% | +197.6% |
| All | +169.1% | +955.1% | -786.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling