+150.3%
CI vs TT
+744.7%
-594.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +7.3% | -11.8% | +19.1% | +11.2% |
| 3M | +9.5% | -11.6% | +21.1% | +13.2% |
| 6M | +6.4% | -9.3% | +15.7% | +8.3% |
| YTD | +12.0% | +8.9% | +3.1% | +6.2% |
| 1Y | +20.1% | -2.2% | +22.3% | +18.2% |
| 3Y | +9.6% | +91.9% | -82.3% | -22.9% |
| 5Y | +52.7% | +136.0% | -83.3% | -5.9% |
| 10Y | +150.3% | +734.7% | -584.5% | -16.6% |
| All | +150.3% | +744.7% | -594.4% | -16.6% |
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