+1.4%
CI vs TT
+89.7%
-88.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.5% |
| 7D | -1.6% | -2.0% | +0.5% | -1.6% |
| 30D | +5.4% | -14.0% | +19.4% | +4.8% |
| 3M | +7.3% | -15.9% | +23.1% | +6.6% |
| 6M | +5.3% | -17.3% | +22.6% | +4.8% |
| YTD | +8.5% | +4.0% | +4.5% | +8.4% |
| 1Y | +17.1% | -7.1% | +24.2% | +16.5% |
| 3Y | +1.4% | +90.2% | -88.8% | -19.4% |
| All | +1.4% | +89.7% | -88.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling