+146.7%
CI vs TT
+912.5%
-765.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.4% | -7.2% | +11.6% | +6.9% |
| 3M | +0.7% | -3.0% | +3.6% | +1.0% |
| 6M | +0.3% | +1.4% | -1.0% | -1.3% |
| YTD | +3.8% | +15.9% | -12.1% | -2.9% |
| 1Y | -5.5% | +9.4% | -14.9% | -10.5% |
| 3Y | +8.1% | +124.4% | -116.3% | -28.5% |
| 5Y | +42.8% | +138.0% | -95.2% | -10.5% |
| All | +146.7% | +912.5% | -765.9% | -19.0% |
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