+142.8%
CI vs TT
+725.1%
-582.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.7% |
| 7D | +1.2% | +4.0% | -2.9% | -0.1% |
| 30D | +2.6% | -11.3% | +13.9% | +6.1% |
| 3M | +7.4% | -12.3% | +19.7% | +11.4% |
| 6M | -0.1% | -10.8% | +10.7% | +2.3% |
| YTD | +9.7% | +8.2% | +1.6% | +4.2% |
| 1Y | +12.1% | +1.5% | +10.7% | +8.9% |
| 3Y | +7.0% | +91.5% | -84.4% | -24.7% |
| 5Y | +49.7% | +130.2% | -80.5% | -6.7% |
| All | +142.8% | +725.1% | -582.3% | -20.3% |
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