+251.7%
CB vs TT
+725.1%
-473.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | +2.9% | +4.0% | -1.1% | +1.4% |
| 30D | +7.3% | -11.3% | +18.6% | +11.6% |
| 3M | +9.4% | -12.3% | +21.7% | +14.0% |
| 6M | +19.6% | -10.8% | +30.5% | +22.8% |
| YTD | +21.5% | +8.2% | +13.3% | +14.4% |
| 1Y | +28.0% | +1.5% | +26.5% | +23.5% |
| 3Y | +74.9% | +91.5% | -16.6% | +20.6% |
| 5Y | +108.1% | +130.2% | -22.1% | +27.2% |
| All | +251.7% | +725.1% | -473.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling