+47.7%
CI vs TT
+129.2%
-81.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | +5.4% | -14.0% | +19.4% | +6.7% |
| 3M | +7.3% | -15.9% | +23.1% | +8.8% |
| 6M | +5.3% | -17.3% | +22.6% | +6.9% |
| YTD | +8.5% | +4.0% | +4.5% | +6.8% |
| 1Y | +17.1% | -7.1% | +24.2% | +16.9% |
| 3Y | +1.4% | +90.2% | -88.8% | -16.2% |
| All | +47.7% | +129.2% | -81.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling