+1,094.7%
TTMI vs CFG
+308.1%
+786.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.5% |
| 7D | +7.5% | -0.6% | +8.1% | +7.8% |
| 30D | -4.5% | -4.5% | +0.1% | -2.3% |
| 3M | -28.5% | +6.3% | -34.9% | -30.7% |
| 6M | +28.4% | +20.6% | +7.8% | +17.5% |
| YTD | +80.1% | +21.2% | +58.8% | +64.4% |
| 1Y | +161.0% | +38.2% | +122.8% | +124.5% |
| 3Y | +862.4% | +185.9% | +676.5% | +499.1% |
| 5Y | +812.9% | +97.0% | +715.9% | +543.0% |
| 10Y | +1,094.7% | +306.8% | +787.9% | +446.5% |
| All | +1,094.7% | +308.1% | +786.6% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling