+1,035.6%
TTMI vs CFG
+362.1%
+673.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.6% |
| 7D | +7.2% | -0.8% | +8.0% | +8.0% |
| 30D | -28.7% | +3.1% | -31.8% | -29.7% |
| 3M | -39.8% | -9.7% | -30.1% | -37.0% |
| 6M | -51.7% | +6.7% | -58.4% | -53.4% |
| YTD | +14.1% | +15.2% | -1.1% | +6.5% |
| 1Y | +16.0% | +28.8% | -12.8% | +3.1% |
| 3Y | +452.7% | +190.1% | +262.6% | +243.6% |
| 5Y | +451.5% | +63.4% | +388.1% | +322.9% |
| 10Y | +443.1% | +219.8% | +223.4% | +171.0% |
| All | +1,035.6% | +362.1% | +673.5% | +394.6% |
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