+136.0%
TT vs CFG
+66.0%
+70.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -11.8% | +2.8% | -14.6% | -12.5% |
| 3M | -11.6% | -10.1% | -1.5% | -8.6% |
| 6M | -9.3% | +3.2% | -12.5% | -10.5% |
| YTD | +8.9% | +14.2% | -5.3% | +3.9% |
| 1Y | -2.2% | +27.4% | -29.6% | -9.9% |
| 3Y | +91.9% | +187.6% | -95.7% | +32.6% |
| 5Y | +136.0% | +65.7% | +70.3% | +94.2% |
| All | +136.0% | +66.0% | +70.0% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling