+901.9%
TTMI vs CFG
+193.0%
+709.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.7% |
| 7D | +12.2% | +2.7% | +9.5% | +10.2% |
| 30D | -5.7% | -3.7% | -2.0% | -3.3% |
| 3M | -27.5% | +9.5% | -37.0% | -31.8% |
| 6M | +47.1% | +22.2% | +24.9% | +29.0% |
| YTD | +87.5% | +22.3% | +65.1% | +63.9% |
| 1Y | +175.2% | +39.4% | +135.8% | +121.5% |
| 3Y | +901.9% | +188.5% | +713.5% | +437.3% |
| All | +901.9% | +193.0% | +709.0% | +437.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling