+451.1%
TTMI vs CF
+114.6%
+336.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.2% | +9.0% |
| 7D | +7.2% | +10.4% | -3.1% | +7.3% |
| 30D | -28.7% | +7.6% | -36.2% | -28.6% |
| 3M | -39.8% | +5.2% | -45.0% | -39.9% |
| 6M | -51.7% | -0.1% | -51.6% | -51.7% |
| YTD | +14.1% | +61.7% | -47.6% | +3.6% |
| 1Y | +16.0% | +50.3% | -34.4% | +6.6% |
| 3Y | +452.7% | +66.0% | +386.7% | +388.3% |
| All | +451.1% | +114.6% | +336.5% | +383.8% |
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