+396.7%
TTMI vs CF
+561.7%
-165.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.8% |
| 7D | -19.8% | -3.2% | -16.6% | -19.4% |
| 30D | -48.1% | +4.3% | -52.4% | -48.9% |
| 3M | -51.2% | +2.8% | -54.0% | -52.1% |
| 6M | -59.6% | +0.6% | -60.2% | -60.5% |
| YTD | -3.6% | +56.6% | -60.2% | -20.0% |
| 1Y | -2.3% | +49.6% | -52.0% | -17.9% |
| 3Y | +369.4% | +61.5% | +307.9% | +272.4% |
| 5Y | +365.4% | +124.0% | +241.5% | +207.5% |
| All | +396.7% | +561.7% | -165.0% | +142.1% |
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