+142.2%
CI vs TT
+782.6%
-640.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +4.7% | -11.8% | +16.5% | +8.5% |
| 3M | +5.2% | -12.6% | +17.8% | +9.2% |
| 6M | +3.8% | -9.4% | +13.2% | +5.6% |
| YTD | +9.2% | +8.8% | +0.4% | +3.6% |
| 1Y | +14.3% | -2.5% | +16.8% | +12.5% |
| 3Y | +8.4% | +95.7% | -87.2% | -24.4% |
| 5Y | +50.0% | +135.7% | -85.7% | -7.5% |
| 10Y | +142.2% | +750.6% | -608.4% | -18.5% |
| All | +142.2% | +782.6% | -640.4% | -18.5% |
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