+808.8%
TTMI vs CF
+227.0%
+581.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.2% | +12.1% | +8.9% |
| 7D | +5.9% | +6.0% | -0.2% | +5.6% |
| 30D | -4.3% | +14.8% | -19.2% | -4.8% |
| 3M | -32.0% | +14.1% | -46.1% | -32.5% |
| 6M | +19.5% | +28.5% | -9.1% | +14.5% |
| YTD | +82.0% | +74.9% | +7.1% | +65.5% |
| 1Y | +172.6% | +61.7% | +110.9% | +150.8% |
| 3Y | +744.7% | +80.3% | +664.3% | +646.6% |
| All | +808.8% | +227.0% | +581.8% | +672.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling