+987.0%
TTMI vs CFG
+360.2%
+626.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.9% | +10.3% | +11.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -37.7% | +3.2% | -41.0% | -38.7% |
| 3M | -45.1% | -9.7% | -35.4% | -42.5% |
| 6M | -52.1% | +3.6% | -55.7% | -53.2% |
| YTD | +9.2% | +14.7% | -5.5% | +2.1% |
| 1Y | +12.9% | +29.6% | -16.7% | +0.1% |
| 3Y | +445.5% | +190.6% | +254.9% | +238.9% |
| 5Y | +427.9% | +67.1% | +360.8% | +301.0% |
| 10Y | +449.9% | +237.0% | +212.8% | +168.3% |
| All | +987.0% | +360.2% | +626.9% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling