+90.2%
TT vs CFG
+168.6%
-78.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -14.0% | +1.1% | -15.1% | -14.3% |
| 3M | -15.9% | -12.0% | -3.9% | -12.9% |
| 6M | -17.3% | -2.2% | -15.1% | -17.0% |
| YTD | +4.0% | +11.4% | -7.5% | +0.6% |
| 1Y | -7.1% | +27.8% | -35.0% | -13.3% |
| 3Y | +90.2% | +173.3% | -83.1% | +57.5% |
| All | +90.2% | +168.6% | -78.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling