+10.7%
TTMI vs CFG
+34.2%
-23.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.4% | -12.5% | -11.4% |
| 7D | -19.2% | +1.8% | -20.9% | -20.1% |
| 30D | -44.9% | +3.3% | -48.2% | -46.2% |
| 3M | -44.7% | -9.8% | -34.9% | -40.7% |
| 6M | -53.4% | +5.2% | -58.6% | -55.9% |
| YTD | +6.3% | +16.1% | -9.7% | -10.5% |
| 1Y | +10.7% | +33.7% | -23.0% | -26.3% |
| All | +10.7% | +34.2% | -23.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling