+74.9%
CB vs TT
+85.3%
-10.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | +2.6% | -9.0% | +11.6% | +2.9% |
| 30D | +11.2% | -17.6% | +28.8% | +12.0% |
| 3M | +5.7% | -18.7% | +24.4% | +6.6% |
| 6M | +15.9% | -17.4% | +33.3% | +16.5% |
| YTD | +20.2% | +1.5% | +18.6% | +18.4% |
| 1Y | +32.4% | -9.4% | +41.8% | +31.8% |
| All | +74.9% | +85.3% | -10.4% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling