+398.5%
TTMI vs CF
+481.7%
-83.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.6% |
| 7D | -11.5% | +4.8% | -16.3% | -12.5% |
| 30D | -40.3% | +9.7% | -50.0% | -41.8% |
| 3M | -44.5% | +1.2% | -45.7% | -45.2% |
| 6M | -54.1% | +7.4% | -61.5% | -55.8% |
| YTD | +4.7% | +60.5% | -55.8% | -13.6% |
| 1Y | +3.3% | +50.7% | -47.4% | -13.1% |
| 3Y | +407.2% | +64.8% | +342.4% | +301.0% |
| 5Y | +406.5% | +115.8% | +290.7% | +241.1% |
| All | +398.5% | +481.7% | -83.2% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling