+365.8%
TTD vs CFG
+318.2%
+47.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +1.7% | +2.7% | -0.9% | +0.6% |
| 30D | +1.6% | -3.7% | +5.3% | +3.3% |
| 3M | -27.8% | +9.5% | -37.3% | -30.8% |
| 6M | -52.1% | +22.2% | -74.4% | -56.5% |
| YTD | -63.1% | +22.3% | -85.4% | -66.6% |
| 1Y | -73.1% | +39.4% | -112.5% | -77.2% |
| 3Y | -83.3% | +188.5% | -271.8% | -90.0% |
| 5Y | -80.6% | +101.5% | -182.2% | -86.5% |
| All | +365.8% | +318.2% | +47.6% | +74.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling