+7,262.2%
CB vs TT
+9,953.8%
-2,691.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.9% |
| 7D | +2.6% | -9.0% | +11.6% | +6.0% |
| 30D | +11.2% | -17.6% | +28.8% | +18.8% |
| 3M | +5.7% | -18.7% | +24.4% | +13.3% |
| 6M | +15.9% | -17.4% | +33.3% | +22.5% |
| YTD | +20.2% | +1.5% | +18.6% | +16.7% |
| 1Y | +32.4% | -9.4% | +41.8% | +33.9% |
| 3Y | +75.5% | +85.1% | -9.6% | +31.4% |
| 5Y | +105.5% | +125.7% | -20.3% | +39.5% |
| 10Y | +258.5% | +757.3% | -498.8% | +45.3% |
| All | +7,262.2% | +9,953.8% | -2,691.6% | +1,158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling