-30.8%
CCL vs TT
+764.8%
-795.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.5% |
| 7D | +3.1% | -2.0% | +5.1% | +4.8% |
| 30D | +13.7% | -14.0% | +27.7% | +27.8% |
| 3M | +3.8% | -15.9% | +19.7% | +18.8% |
| 6M | +9.3% | -17.3% | +26.6% | +25.6% |
| YTD | -1.1% | +4.0% | -5.0% | -6.5% |
| 1Y | +14.6% | -7.1% | +21.7% | +19.1% |
| 3Y | +146.4% | +90.2% | +56.2% | +32.1% |
| 5Y | +21.9% | +131.1% | -109.3% | -46.8% |
| All | -30.8% | +764.8% | -795.6% | -86.4% |
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