+736.3%
TT vs CFG
+216.2%
+520.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.0% | +3.2% | +0.8% | +3.0% |
| 30D | -11.3% | +5.1% | -16.4% | -12.8% |
| 3M | -12.3% | -11.2% | -1.1% | -8.8% |
| 6M | -10.8% | +9.6% | -20.4% | -13.9% |
| YTD | +8.2% | +15.0% | -6.8% | +2.5% |
| 1Y | +1.5% | +29.9% | -28.4% | -7.8% |
| 3Y | +91.5% | +192.1% | -100.6% | +27.6% |
| 5Y | +130.2% | +62.3% | +67.9% | +83.4% |
| All | +736.3% | +216.2% | +520.1% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling