+103.2%
CB vs TT
+129.2%
-26.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.2% |
| 7D | +0.2% | -2.0% | +2.3% | +0.6% |
| 30D | +9.1% | -14.0% | +23.1% | +11.9% |
| 3M | +3.4% | -15.9% | +19.3% | +6.5% |
| 6M | +14.1% | -17.3% | +31.4% | +17.4% |
| YTD | +18.0% | +4.0% | +14.1% | +14.6% |
| 1Y | +30.1% | -7.1% | +37.3% | +29.8% |
| 3Y | +71.8% | +90.2% | -18.5% | +32.0% |
| All | +103.2% | +129.2% | -26.0% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling