+942.3%
TTMI vs CFG
+358.2%
+584.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -11.5% | +0.7% | -12.2% | -11.6% |
| 30D | -40.3% | +2.8% | -43.1% | -41.1% |
| 3M | -44.5% | -10.1% | -34.4% | -41.8% |
| 6M | -54.1% | +3.2% | -57.3% | -55.0% |
| YTD | +4.7% | +14.2% | -9.5% | -1.9% |
| 1Y | +3.3% | +27.4% | -24.1% | -7.7% |
| 3Y | +407.2% | +187.6% | +219.6% | +216.5% |
| 5Y | +406.5% | +65.7% | +340.8% | +286.2% |
| 10Y | +420.4% | +219.7% | +200.7% | +159.7% |
| All | +942.3% | +358.2% | +584.1% | +355.6% |
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