+911.5%
TT vs CF
+569.3%
+342.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.5% |
| 7D | 0.0% | +6.0% | -6.0% | -1.2% |
| 30D | -7.2% | +14.8% | -22.0% | -9.8% |
| 3M | -3.0% | +14.1% | -17.0% | -6.0% |
| 6M | +1.4% | +28.5% | -27.2% | -6.1% |
| YTD | +15.9% | +74.9% | -59.1% | -0.2% |
| 1Y | +9.4% | +61.7% | -52.3% | -4.3% |
| 3Y | +124.4% | +80.3% | +44.0% | +86.3% |
| 5Y | +138.0% | +226.0% | -88.0% | +53.5% |
| All | +911.5% | +569.3% | +342.1% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded CF 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling