+816.1%
TTMI vs CFG
+103.2%
+712.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +1.5% | +4.3% | +5.0% |
| 30D | -4.3% | -3.8% | -0.5% | -2.2% |
| 3M | -32.0% | +11.5% | -43.5% | -36.1% |
| 6M | +19.5% | +19.2% | +0.3% | +8.8% |
| YTD | +82.0% | +23.7% | +58.3% | +62.2% |
| 1Y | +172.6% | +38.8% | +133.8% | +128.7% |
| 3Y | +744.7% | +178.9% | +565.8% | +409.6% |
| All | +816.1% | +103.2% | +712.9% | +517.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling