+10.7%
TTMI vs CF
+35.9%
-25.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -12.0% |
| 7D | -19.2% | -6.9% | -12.3% | -21.7% |
| 30D | -44.9% | -3.7% | -41.1% | -45.5% |
| 3M | -44.7% | -5.0% | -39.8% | -45.2% |
| 6M | -53.4% | -10.5% | -42.9% | -54.4% |
| YTD | +6.3% | +46.5% | -40.2% | -8.9% |
| 1Y | +10.7% | +34.8% | -24.1% | +1.5% |
| All | +10.7% | +35.9% | -25.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling