+462.1%
TTMI vs CF
+66.4%
+395.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.2% | +9.1% |
| 7D | +7.2% | +10.4% | -3.1% | +9.6% |
| 30D | -28.7% | +7.6% | -36.2% | -27.3% |
| 3M | -39.8% | +5.2% | -45.0% | -38.8% |
| 6M | -51.7% | -0.1% | -51.6% | -50.9% |
| YTD | +14.1% | +61.7% | -47.6% | +8.9% |
| 1Y | +16.0% | +50.3% | -34.4% | +11.8% |
| All | +462.1% | +66.4% | +395.7% | +411.1% |
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 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