+15.0%
CI vs TT
-0.9%
+16.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.5% |
| 7D | -1.3% | +3.5% | -4.8% | -1.2% |
| 30D | +6.4% | -11.0% | +17.4% | +6.3% |
| 3M | +10.7% | -12.0% | +22.7% | +10.6% |
| 6M | +5.5% | -10.4% | +15.9% | +5.5% |
| YTD | +11.4% | +9.9% | +1.5% | +7.9% |
| 1Y | +15.0% | +1.5% | +13.6% | +16.4% |
| All | +15.0% | -0.9% | +16.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling