+146.0%
TT vs CFG
+101.4%
+44.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -7.2% | -3.8% | -3.3% | -6.0% |
| 3M | -3.0% | +11.5% | -14.5% | -6.3% |
| 6M | +1.4% | +19.2% | -17.8% | -4.2% |
| YTD | +15.9% | +23.7% | -7.8% | +8.1% |
| 1Y | +9.4% | +38.8% | -29.4% | -1.7% |
| 3Y | +124.4% | +178.9% | -54.5% | +58.5% |
| All | +146.0% | +101.4% | +44.7% | +88.9% |
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