+2,425.2%
TT vs CF
+5,948.3%
-3,523.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | -0.2% | +6.0% | -6.2% | -1.9% |
| 30D | -7.4% | +14.8% | -22.2% | -11.1% |
| 3M | -3.2% | +14.1% | -17.3% | -7.3% |
| 6M | +1.1% | +28.5% | -27.4% | -8.5% |
| YTD | +15.6% | +74.9% | -59.3% | -4.3% |
| 1Y | +9.2% | +61.7% | -52.5% | -8.1% |
| 3Y | +124.4% | +80.3% | +44.0% | +77.6% |
| 5Y | +138.0% | +226.0% | -88.0% | +46.8% |
| 10Y | +886.4% | +569.9% | +316.5% | +344.5% |
| All | +2,425.2% | +5,948.3% | -3,523.2% | +424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling