+804.9%
TTMI vs CF
+73.9%
+731.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.2% | +12.1% | +8.4% |
| 7D | +5.9% | +6.0% | -0.2% | +6.7% |
| 30D | -4.3% | +14.8% | -19.2% | -2.5% |
| 3M | -32.0% | +14.1% | -46.1% | -30.5% |
| 6M | +19.5% | +28.5% | -9.1% | +18.9% |
| YTD | +82.0% | +74.9% | +7.1% | +73.4% |
| 1Y | +172.6% | +61.7% | +110.9% | +162.2% |
| All | +804.9% | +73.9% | +731.0% | +737.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling